A human can safely breathe from an oxygen mask in a room filled with helium, sulfur hexafluoride, water, and some other materials, each with a different density than air.
If you were to be in a helium-filled room with speakers, would the music sound any different? How about water?
https://spark.iop.org/speeds-sound-different-media
Probably as you transition into unconscious it will be quite interesting 
That’d be prevented by the oxygen mask. Your ears would still be open to hear.
The speaker should be producing sound at the given frequencies to produce the music, it would stand to reason that the density of the medium would only change the load on the amplifier, but not change the sound.
I generally like to listen in approximately 78% nitrogen gas environment. I was once part of an experiment at the premiere of “The Song Remains The Same” where the air was replaced with a very high concentration of cannabis smoke, I must say that it was excellent for the sound quality 
Keep us posted as how your experiments go.
The amplifier will still be presented with the same load, the speaker transducer may excursion further and faster perhaps in a less dense gas?
I can neither confirm nor deny, but…
waves - How would music sound in different atmospheres? - Physics Stack Exchange.
In space no one can hear you scream
Ooops, wrong thread