Are you close to any gravestones or sleeping hearthlings/monsters?
the map has 4 gravestones near my base but this music is clear across the map
I think that the music can be heard too where the death happened (not only when you approach the tombstone). But I think that it was mentioned as a bug or something.
Yes, music playing at place of death instead of attached to tombstone is a bug that is fixed in Alpha 11.