I guess because Nietzsche saw music is a pure Dionysian artform - it doesn’t appeal to our rational mind but rather to pure emotions, it is dance, movement, energy, celebration, abandonment and wordless catharsis. Nietzsche actually wanted to become a composer before philology. There is, I guess, Apollonian music too - Bach, perhaps and that terrible calming musical slush people use for meditation. I wonder what others think.