ASCAP Music License
Yes, they should.
When you purchase music on iTunes or spotify or amazon, or from a streaming service, you’re paying for the rights to use the music for personal use. Once you use the music in a class, whether for profit or nonprofit, it becomes a public performance and is subject to separate rules with respect to your rights to use that music. Your studio should contact ASCAP, BMI and SEASAC (assuming your’e in the US).
It’s based on the anticipated usage and customers.