What do you mean by listening to music with them? Like, sitting around in the living room playing each other's favorite songs? I don't think I've ever done that with my parents, my kids, or anyone really.
I guess most people don't sit and listen to something nowadays. I rarely do it.
But to just play your favorite songs to your family? You surely have woken up to a song you remembered or have been listening and played it out loud?
If you haven't, do it! Your family will love to see you sing, dance, react to it!
I currently do that with my kids (Older teens almost to college) pretty regularly
Sitting and listening to an album with someone is a very nice experience.
You learn from each other in unexpected ways.
Listening to music with my young kids is a favorite. My wife and I also frequently invite other couples over to listen to vinyl and enjoy a cocktail or two.
We like vinyl just because it has the physicality to it but I think anything here is fine. It's the music and the shared experience.
Many such mutual activities are being lost. But I can't believe permanently.