When you first start up Headbangers: Rhythm Royale, you will get a message saying whether or not you want to turn on cross network play. If you changed your mind after the initial setup, then you can check out this guide from Seeking Tech to see how you can enable or disable crossplay.
1. In the main menu, you need to head over to the Settings screen.
This can be done by switch tabs, which you can do by pressing the L1 and R1 buttons on PlayStation, L and R buttons on Switch or LB and RB buttons on Xbox.
2. From the Settings screen, move the cursor down to Crossplay.
Tilt the left analog stick to the left or right side, or use the left or right directional pad buttons, to set this option to either “On” or “Off.”
3. You can then exit the Settings menu.
When you play online again, you should only be matched up with players on the same network platform if you set the Crossplay option to “Off.” If you set it to “On” instead, then you will be matched up with players on other networks.