I am not 100% sure of this, but I haven’t seen the Music interest before while adding interests to Cortana’s notebook. The latest update which has added Driving & Public transit as options for travel to Getting around, may have brought this too.
If you tap on music to add it under interests, you will add “Concert Watch” to Cortana’s notebook as a new interest. Once done, you will be notified about concerts of your favorite artists. You can enable or disable this by tapping on Concert watch.
Read more about Cortana on our Windows Phone 8.1 dedicated page.