I too have had that as long as I can remember. I simply think that my brain has so much thinking power that when I don't put it to work, it entertains itself by playing a song over and over again so it doesn't get bored.
Another thing that mine likes to do is to always count things such as tiles on the floor or wall, spokes on a wheel, people in a room, or anything that will make me use my brain.
I found that the only time that I can shut out the music is if I concentrate on something like drawing something, or creating something out of a paperclip, toothpick, anything that focuses my attention and uses my brain to think. This is why many people like us will draw cartoons or scribbles when they get bored in a meeting or in school. our brain begs to be used