My thoughts on that:

1) Seeing how difficult it was for them to give us the jukebox for the house a feature like this seems to be very difficult
2) Turn the game music off, your favorite music on - done! Thats how I do it, so no, I dont really need that feature. As much as I love the music in the game... this way I can also listen to other songs
3) The main reason I would kinda dislike this feature: One huge motivation for getting the primal/special mounts is the music they're playing. If any mount could just play any music (or even a bigger variety) that would get lost (at least a bit)