I would also be very curious about taking the music, and slicing it into different frequency ranges. And playing each of the ranges independently. A tone on its own may be perceived differently than a wider range of frequencies combined. Especially when there is a black box audio processor in the middle. Perhaps it is filtering out those consistent tones in some way to minimize the "noise" and keep just what it thinks is the signal. Like built in noise canceling headphones.

I also think there are some relatively cheap options for getting or building a simple EEG. At least in the US, I don't know about Korea. Which could allow for some more interesting tests. Let it play various sounds and tones while recording with no visual stimulus to go with it, and see how they correspond to the EEG data.