I usually play xiv with my own music playing. The only exception to this is new content and doing certain fights when I focus better hearing the actual in game sound.
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I think this is an amazing idea! I would love to be able to change my mount music. The few mounts that have their own music is really special.
Also I can't believe so many turn off music. I only do that when doing something like gathering so I can listen to an audiobook or something. Other than that the music in this game is awesome and I love to hear it. It really adds to the vibe in each area.