I’ve seen this requested multiple times over the years, it would be a very simple thing, I don’t understand why it’s not a thing yet.
Of course it would be a bit different on mobile, but on pc there is more than enough space to add a column showing which playlists the song is in, or even just an icon saying the song is in one of my playlists.
Currently I use the favourite feature for that, I think a lot of people do, however I have 2 issues with it.
First, I doubt this is the intended use of favourites. Just because you like a song and want it to be in a playlist, doesn’t mean it’s one of your favourite songs and you want it to impact your Flow. Maybe it goes in a playlist for a specific occasion and it doesn’t represent what you listen to everyday, or it’s simply a song that goes well in the background but is not what you like the most.
Then, and it might be a bug, I’ve noticed recently some of the older songs I’ve favourited don’t have the heart filled when I go to the album page despite still being in my favourite playlist and having the heart filled in my custom playlist.
Because this is the main use I want for such a feature, if I go on any album or in someone’s or generated playlists, I want to see at a glance which songs I already have.