There is plenty of Torah regarding how music is an expression of the soul and that it touches the soul directly.
Put simply, music is extremely powerful and its deepest “language” is understood by your soul, not your brain.
Why would anyone want to contaminate their neshama with some (low-life’s) “music” no matter what the lyrics, or even if it is instrumental?
Having said that, I have heard that this does not (fully?) apply to classical music. But it’s hard to imagine how any non-Jewish music could be safe, even if instrumental.