I have found some benefits of music in the dreams.
One of the things i found is that singing makes you stabilize the dream. Whenever i see that the dream is fading, sometimes i rub my hands, or touch stuff to stabilize and sometimes i just sing. This singing does the trick very well. The dream comes back and while you are singing, you are entirely inside the dream and you will continue your lucid experience.

Another thing i found is that the lyrics and the right song can make you go places. If you want to fly, try to sing a song about flying. If you want to go to space, try to sing a song about space. For me it works.
For example, sing "Man on the moon" by REM and you will go to the moon. Or "Alexander the great" by Iron Maiden and you will go to that time and place.
This is kinda new to me as i'm discovering it, but sometimes it works great. I believe that the right song, the right lyrics and great intention will have you dream great experiences.