Not to mention that any recorded music is going to:
1. sound quite different because it was recorded by several point microphones instead of your actual ears
2. Already have distortion introduced by the microphone and recording equipment.
That distortion will obviously be quite small, but higher end audiophile setups will often be easily smaller. It does not make sense to spend $XX,XXX to get to .03% THD from .03000001% THD.