Same problem here. Surprisingly little information at all. Sad, that the setting itself is bugged.
There's another thread† suggesting editing the config file, but I didn't find that one in my installation.
Provisional workaround:
1. Locate the game folder (e.g. C:\Program Files (x86)\GOG Galaxy\Games\Dungeon Keeper Gold) and the six (6) .ogg files containing the music within it (named keeper0…).
2. Google "silence ogg" and download a silent audio file (like from here‡).
3. Replaced the actual music files with self-titled copies of the silence ogg.
4. Done, no music playing.
You can't just delete them, then DD will ask for the CD.
If one wanted the music to play, but less loud, maybe they could edit the audio files and adjust the volume level.
† gog.com/forum/dungeon_keeper_series/cant_turn_off_music_for_deeper_dungeons
‡ bigsoundbank.com/detail-0917-one-minute-of-silence.html
Post edited June 15, 2021 by 60606