It's simple, just look here: https://community.soundcloud.com/playlists-229933/i-cannot-add-tracks-to-an-existing-playlist-6803374/index2.html
This issue was reported repeatedly for the past 3 years, and sadly it's still a problem, but has been marked as resolved. I do not understand why the moderator reported this issue as resolved, seeing that I could not add songs to a created playlist, exactly as the many other people could not.
To recreate the bug:
Have no playlists.
Create a new playlist. Save. Click on any song.
Try to add that song to a playlist by clicking "Create new playlist".
The option to add that song to your previously created playlist is absent, leaving the user unable to add a song to a playlist.
I find it rather ridiculous that this most basic feature has not been working for years, and instead of fixing it the soundcloud developers have instead opted to announce that it has been fixed, when it has not. Soundcloud, it's in your best interest to improve your sites' software. People would use your site more if they could use it more easily. It is worth the investment for all of your many members.