Here's why:
* Song titles are considered works within a larger work (the album). Think of it like a chapter title within a book. You would use quotation marks for a chapter title, and you use quotation marks for a song title.
* Italicization is typically used for larger works, such as albums, books, movies, or plays.
Example:
"Bohemian Rhapsody" is a classic song by Queen, found on their album *A Night at the Opera*.
Let me know if you have any other questions!