I too will weigh in on the side of music being an unnecessary distraction while shooting.
I must admit, though, that this may be a generational issue. I work in the building trades and the younger guys (never thought I'd say that!) seem to like the music going all day and loud. Heck, even the tool companies sell combo battery charger / boom box set ups. Drives me nuts. Fortunately age and seniority let me work on my own.
I ride a motorcycle (HD FLHTC). I will listen to the stereo while on familiar roads. (i.e. commuting) Any other time I keep the stereo off. This is to enhance both safety and the enjoyment of the trip.
I think that shooting requires a singular focus and music in the head set is not appropriate to this end. The only other thing I want to be on the alert for is the range officer. For safety reasons alone I say no.