The way they've explained it is that we listen to music because we have a desire for sensual pleasure. And constantly giving in to desires, in general, creates a dependence where we're never satisfied with what we have. This dissatisfaction, when it becomes strong enough, leads to depression.

They practiced something called guarding their senses where they limited the amount of sensual pleasures they exposed themselves to and this calmed down their mind down to the point where even small things like the taste of ordinary food or having a conversation with a friend felt really satisfying.