Personally, I enjoy the experience of escaping into the set apart world of golfing in nature (even when the course is in the middle of a city it feels so much different than walking the streets downtown). However, the "written and unwritten rules of golf" change for lots of reasons (including etiquette), and so I am open to people asking me if I am ok with them playing music. My response is to say, "I would prefer that you not since it makes it hard for me to focus". If people simply decide to play music without asking me, I tell them before I hit my first drive that I find it very distracting and that it makes it hard for me to focus when I can hear their music. If they still insist on playing their music, I tell them that I would appreciate it if they kept the volume as low as possible when I am hitting.