Because we don't have a jukebox and because it would be even worse.
The only thing I can see working is a jukebox with scripts and such in the game and the music being an optional part, where players can decide if they want to install it or not. But that isn't solving all issues yet. If I remember correct, there were problems with sound / music range back in the days - there just is (or was at that point, no idea if it changed by now) no music range in the engine. That means, if one player starts a song, everyone in the map would hear it. There would be a few workarounds for it, but pretty ugly ones.
Would be cool to have music in bars, but yeah... the above issues need to be adressed first.