When a sound spreads, the molecules in the milieu it goes through vibrate with the sound wave in an analogous way. Thus very loud sounds produce very big waves while weak sounds produce small waves. If there is constantly music in the room, all the air will vibrate and take more space (so there will be less energy.) Therefore the temperature will go down with respect to the initial room temperature! In everyday life this variation does not exceed 0.5°C) So, turning up the volume turns the temperature down!