They probably have some level appreciation of it. Music is just the unordered cacophony of the natural world given structure. We like it because it's easy to wrap our minds around. We like things to be predictable and consistent. Knowing something is coming gives us pleasure, therefor a beat repeated over and over or a repeating melody gives us pleasure.
We do the same thing in all our works. There are few perfectly straight lines in nature, yet most of our structures are made of straight lines and angles with predictable strengths. The organic curvature that is present in nature is too hard to use with consistent results, so we don't use it. Likewise, the noise we hear on a summer night in the jungle from the thousands of animals, trees, and insects is not predictable. We cannot encompass it in our minds, and yet our nature insists that we listen to it to glean what information we can.
Take that desire to listen, give it something simple and predictable to listen to, and the mind experiences pleasure in being given such an easy job to do. It experiences pleasure because it is hearing everything that is going on in the music, and understands it to the point that it can predict with near absolute precision what will happen next in the song. After all, wasn't it patterns that our ancient ancestors were straining so hard to hear in their outdoor nests at night? Wasn't the best case scenario one in which you could predict what would happen next?
What then, is stopping animals of lesser mental development from experiencing the same pleasure on some level? It's our own animal nature that causes us to appreciate music after all. We're just smart enough to design sounds that press our instinctual pleasure button over and over again.
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