Our HTML filter disallows background music partly because of what Jemian said. It's extremely annoying. Also, considering some people surf from work, a sudden burst of sound may... be... inappropriate. And lastly, I don't like data auto-loading from sites outside of my control (I begrudgingly allow images, only because there would be a mutiny otherwise.) There are other, more subtle concerns involved as well.
The workaround is to provide a link directly to the music, and suggest people listen to your background music to appreciate the full effect of your page.