Obviously, there's a widely varied array of theories and explanations for why art in general has any effect on us as humans. I did a fair amount of reading on the subject. It would see that some feel it's just a side product of other, more practical evolutionary traits, while others believe it's serves an important roll in connecting the social group together.
I was surprised not to see anything on the concept that we need escapism to survive. Evolution in based on survival, of course, but survival isn't only about having the tools to ward off death, it's also about having a will to ward off death. Most of all take this "will to live" for granted as much as we do the laws of physics. But that's only because it's so strongly ingrained into us from an evolutionary standpoint.
Escapism through art and music is just another part of that, if we had no opportunities to stop being aware of the endless cycle of life which leads no where, would you really consider survival to be worth it?
Maybe I shouldn't be too surprised I didn't read anything about that theory, that's really not the type of thing we should be thinking about, at least, from an evolutionary standpoint.