I have to agree with TT. Auto-played music can interrupt other functions being performed at the same time, especially if someone has more than one window open. Sometimes, I'll have a few windows open at the same time, music starts playing, and I have no idea which site is playing it. (I really get annoyed at the sites where the music player pops up under the page).
It can also be bothersome if a reader otherwise didn't realize their volume was turned up, then suddenly get blasted with music. I'm not sure what purpose auto-players serve. If someone is using a site to promote their own music, it would make sense to allow users to actively open the audio files, rather than forcing it on them. Just my opinion, though.