I don't have these from GOG, but I have 1+2+3 boxed set on CD. I just spent some time trying to get the FM music to play and failed, like all others here.
Well, for all except for Jack in the Dark. There was a ADLIBM.COM command included with it that needed to be ran before the main executable, but it wasn't included in the .BAT file. Running that got me music there.
Curiously there was a different ADLIBM.COM included with either AITD1 or AITD2 but it didn't help. If someone has the floppy versions, a comparison between the data files could indicate whether the music is included or not. My hunch is that it is, but the game has been modified to ignore it and play CD audio instead.
If so, this might be reversable by some trick. Failing that, perhaps the FM music could be extracted, synthesized and provided to the game as alternative CD tracks..