I turn off all music when gaming, makes it harder to hear TS and listen to the game. So you can keep the BGM to yourselves.
This is generally what I do. Unless a song's volume has been tailored to the game it is really, really easy for it to be distracting or override the essentialy audio information you can get. Incoming ASF, a Demo around a corner running passive (as passive as a truck stop). The hidden deadly things in MWLL that don't have a huge mech profile standing on the horizon.