Music is analogous to communication by radio waves. Everybody’s antenna is a little different and picks up different signals, but the comfort we derive from music comes from the knowledge that connection with people having similar feelings (i.e. tuned to the same frequencies) is even possible. I think this is why when God speaks to modern people in dreams we often conceptualize it as hearing him on the radio or over a phone.
The alternative is to be a lonely planet broadcasting your radio waves into the void of space. Merely picking up a signal tells you “I’m not alone”. Whether the signal is simpatico is another question, but loneliness may be worse than having enemies because it signifies your very existence is meaningless. Only an uncreated being like God could derive meaning from its own existence, whereas a being which at least partly obeys material causality also functions at least partly as a signal repeater.
Imagine being a self-aware signal repeater that has lost the signal, and yet knows there must originally have been one, because you observe within yourself that someone went to the trouble to build an antenna and a tuner. What a horrific experience that would be! This realization gives me the first taste of empathy for nihilists I’ve ever felt in my life. It’s no wonder they transmit so much noise–this is the sound of an overvoltage destroying the radio circuit from the inside in hatred for its self-aware functionality. If there is no radio to hear the signal, then a nihilist can at least comfort himself with fantasies that there is still a favorable signal he isn’t hearing (even when he doesn’t believe it).
Regarding music: So long as there is harmonic resonance in the facts of our empirical experience of the material world, we can know we are not alone.