That reminds me of how some people at work will randomly have something blast through their speakers and they'll be scrambling to turn the volume down lol. Jarrs me out every time. That's why I always keep the volume off or very low on my work PC.
When I had a mentally, concentration demanding office cubicle job (programming, database administration) that demanded mistake free work, I was often quite upset at intrusive noise. It just came with the territory and was a vexing problem. I didn't try to explain to people, it would only make matters worse usually. I lobbied for my own office and did finally get one, although for a time I had to share it with one other person. It was a very small space, but that was secondary, I didn't crave a lavish office, not at all, I just wanted enough isolation where I could effectively do my work.
One thing I looked into was noise isolating headphones. My online investigations led me to Etymotic Research earbuds. I bought a set of ER4S, which were a big help! I've never been without ER4S or ER4P ever since, and bought a couple sets of their cheaper offerings recently. The sound is great, the comfort very decent, I can wear them for hours, something I could never do with over the ear headphones, and the noise isolation is superb. I wear them now on my stationary bike trainer while watching videos and I don't even notice the intense noise from the big box fan in the room.