I have a tough time playing games without some kind of music, 'cause all the sounds in the real world around me distract from the game and ruin the immersion. Plus, atmospheric locations are a lot more compelling when there's music with the same atmosphere.
In an abstract sort of world like Descent the atmosphere is the only thing the locations really have.
And if I'm for some reason in a multiplayer game, I can have music at a low level and still hear everything going on in the game.
When it comes to something like half-life where there isn't much music, I have to work a lot harder for that immersion and I'm always waiting for it to kick in.
The way I think of it is, in a virtual world I can see and hear what's happening; but I can't smell the world as it's decaying into dystopia or feel the cracked pavement I'm walking on. If my character describes how a tense situation gives him a stomach ache, that doesn't give me a stomach ache, and I don't want it to.
So the music needs to be a replacement for all those things.