Orchestrions in FC houses/personal houses/personal chambers do remember the last track you had playing though as long as you don't switch it off when you log or leave the room. I think the point of the Inn room not being the same is that technically it's not your actual room and thus every time you enter an Inn Room it's a totally different room to the one you were in last time. But it would still be nice to have the music autoset to a certain track regardless.

Also the 'Ascian theme' is actually not Masayoshi Soken's Thunderer, it's Without Shadow by Nobuo Uematsu - Thunderer is actually the Behemoth FATE battle theme and a couple of other boss battle fights, including several Ascian battles. Sadly Without Shadow is not currently on the Orchestrion so it needs to be added to the Orchestrion asap! (And ditto with The Emperor's Wont too for that matter).