There IS music in the game and the installer from GOG is the problem.
go to your install directory.
go to *installdirectory*/data/sound/music
copy all files (ctrl+c)
go to *installdirectory*/sound/music
and past all the filer (ctrl+v)
this fixed it for me.
i have contacted support about both the problem and the solution.
This is not just a problem with the GOG installer. The White Label collection I bought has the same issue. As you say, it can be fixed by moving the music directory (or editing the fallout.cfg entry)
Still it should be fixed, and I'm sure the GOG guys are working on it.