This link describes a bunch of different examples of how music affects us, like exercise, mood, concentration, etc. With these examples, backed with scientific studies, it is obvious that music affects us.
It mentions that a person’s taste in music can exhibit their personality, which I find pretty interesting. This means that many people invest a lot of their lives into their music if it reflects their characteristics. If music is this powerful, why not listen to music that improves us? I don’t necessarily mean hardcore moral improvement, but even just improving every day skills by listening to certain music so we can carry out our days (that are dedicated to God) more fully.