Thank you, Anne!
You're absolutely right, I definitely feel like the impulse to listen comes from within. However it's also combined with the fact that my T used to sing professionally and she mentioned music a few times. As I don't have much personality of my own, I tend to copy interests and hobbies of other people in order to fit in. Since I was forced to pause therapy for some unexpected circumstances, I decided to play in order to remind myself of my T...
I also tried listening to music for the same reason...my T asked me about music and I also felt sort of guilty for not listening, because almost everyone listens to something and then I feel weird for not having a favourite song or stuff like that. Also, it reminded me of the fact that I used to like music in very distant past and somehow I forgot about it. And also, since my parents have no hobbies at all, I've always thought music was only for teenagers and adults don't really listen to it. Because you grow out of it when you get older. I've only recently realised that even adult people can listen to music and they have other hobbies, too. You see, I'm 31, have a uni degree but somehow I wasn't aware of this fact until a year ago I just always assumed that any kind of hobbies are only for children. Obviously I knew there were artists artists and musicians, but somehow it never clicked... Just like until about 25 I didn't believe that loving families existed, I always thought they are only in the movies and series and I found it hard to believe that there might really be some families in the world who are happy. (Sorry for off topic)

I read articles about "music and the brain", that's another reason why I decided to give it a try. Because I read it can help with anxiety and depression. I even found "the most relaxing song" that was produced in the lab and is supposed to ease anxiety by 65%. Well... to me it sounds extremely creepy, like from a horror movie when the serial killer is watching his next victim who's home alone.

I don't mind ambient music in the background, because I filter it and I don't even really notice it playing. I don't mind radio either, because I only listen to people talking but as soon as a song starts, I pay absolutely zero attention to it. If you asked me what song is playing at the moment, I would be like what? There's a song? Welll.. and then I would focus and be able to tell you I mean I can physically hear that the radio is playing but it doesn't enter my attention. Then when people start talking, my attention is back and I listen to the news etc. It's only when I sit down to listen to something that I get those symptoms.

However just as you said, I think I should just allow myself to listen to something and "sit with" the negative feelings until they are gone. I think it's connected to the loss of control. That I allow something/someone to impact my emotions. It feels a little like submission, that I allow the music to control me. And that is scary.