If anyone is tempted to start spinning the English meaning of the term "collected" to point out how in some sense a song is often a collection of a lot of other elements that may be further copyrighted, stop. The English meaning is not the relevant one, the legal meaning is. A single song is not, legally, a collected work, it is a single work.
If anyone is tempted to construct some exceptional song-like thing that is also a collected work, yes, very good, you've got your thesis topic for your copyright class all laid out, but it is an exception, not the rule.