While listening to music its hard to control our emotions while losing and we are not able to concentrate on game. it is highly likely that we blow our account by betting high.
but it is more entertaining while listening music on low volume and playing games.
I don't think there is comparison though as far as gambling and listening to music. I mean you can play without music and I will assume majority doesn't want distraction when they are playing, hence it's better for us without any music in the background.
Of course that is the psychology of gaming, we want to hear those sounds of slot machines, or the roulette ball bouncing around that metal wheel and hopefully it will bounce to your number.
In a traditional based casinos though, there are entertainment so there could be live band to hear and watch during your game time.