If you're at all familiar with classical music, you know that it can be very quiet one moment and very loud the next. (For example, Haydn's famous "surprise"). Indoor "cycling" is pretty noisy. That means turning the volume way up so that I can hear the quiet parts of the music. That, in its own turn, means that the loud parts will be too loud. I have to turn the volume way down again so as not to burst my tympanic membranes.
All that fiddling with the volume means I can't pay proper attention to my workout. Neither can I enjoy the music under such circumstances. For me, cycling and music are, by and large, mutually exclusive. Just as well, maybe. I enjoy music most when I can give it my full attention.