Well, the only record player in the entire game seems to be the one back at the ship, and that one isn't accessible.
So i am wondering about this as well (plus a couple other things). >_>
It's just there for flavor, and to reinforce Horatio not knowing what humans are.
We got that primarily from him finding a "ancient robot" at the dome, i'd say. The record shows up at a point where we're long past that. :)
(...wait, he does have a record player. Didn't he use it on his ship, y'know, with a record?)
Meanwhile: That musical robot? I liked that one. Got a nice tune to her.