Serbo123: Title says it all, I've had alot of older games work relatively well on the OS but often the music in these games will not play without heavy tinkering, patching, modding, etc. Stuff like Quake 1 and Jedi Knight II, you know? SHOGO as well - just a couple of examples.
I had issues with the Outcast music on one machine I played it on (it was a netbook running Windows XP) but not on any others. But Outcast just got a big update by the original developers and apparently they changed the way the music is played back now. I think the original GOG release played back emulated CD audio while the new one simply seems to play back audio files in the same manner as regular sound effects, so it should play perfectly fine for anyone.
On a sidenote: your list of games with music issues is weird. Yes, the Steam release of Quake does not have any music by default but Jedi Knight II (Jedi Outcast) uses regular audio files for music which should always play fine. I think you may have meant Dark Forces II: Jedi Knight, that one has no music on Steam. And Shogo never used CD audio as far as I know but rather tracker music, the music in the digital release should behave the same way as in the original version.