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The changelog for Patch gog-22 (05 February 2016) says "The game's music will no longer stop playing after the first track."

I guess that's true... It doesn't start the first track, so it can't stop afterwards. :/
The music setting is set to play music from all peoples.

Does the music work for anyone? It doesn't work on any of the 3 computers my brother and I tried it on.
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I have the same problem. No music during gameplay. Other sounds seem to work fine.
I'm working on Windows 10 with anniversary update.
Yep, same here. No music at all on Win10 Anniversary update.
I have the same problem with the Win10 update. Anyone know if it's been reported to get fixed? Also, the video at the start doesn't work anymore.
Any news on this?
It would be great if it could be fixed. I really wanna play i with music...

I can hear all sounds but the music doesn't play (not even one track).
Yeah, a fix would be really nice.
i got 1 playing then nothing so i play the music on the background not the same but better then nothing ;;
Yeah, this seems to be the best solution for now.
Same problem here. Any fix out there yet?
Same here. please Fix it.
I installed the game on my windows 7 x64 machine and there it works flawless with music.
Seems to be a problem with windows 10
Yeah, Microsoft's Win10 Anniversary Update breaks compatibility mode and ignore GoG's winmm.dll. Here is a small fix for The Settlers 3:!BV1WkR5J!QbmBekjQM4g5yOTQ9rEnEIY1w9t8lWFa6HRcmV0DqgI

1. Download and extract S3_Win10_Music_Fix.7z in your Setters 3 directory and overwrite all files.
2. Play the game and enjoy the music. ;)