You don't really "own" the game and everything that comes with it. Buying it does not entitle you to get a pretty packaged soundtrack. Think about movie soundtracks - they're sold separately too, aren't they ?
With games the difference is that as long as you can extract the relevant file... few people would object to you using it for personal enjoyment. Sometimes, though, the music is generated on the fly to transition more smoothly depending on the situation and in such cases you'd, at best, get tiny blocks of sound that serve this purpose. In such cases - a soundtrack would be created separately by the developers, crafted from these pieces to resemble something you might hear while playing...
Aside from all of that, one might still argue that it's a nice and noble gesture to support developers by buying the music you wish to listen to since, let's be honest, we can't listen to EVERYTHING and if you value some tracks from a game so much that you'd want to enjoy it outside of the game, you might as well give some money to ones who've created it...
It's a complex issue, basically. It cannot be easily dismissed either way.