XM used to have a clever little device specifically designed for this use case -- the XM-PCR (https://en.wikipedia.org/wiki/XM_PCR). It was a little XM receiver that plugged into your PC and could be driven from there via client software. And the protocol for communicating with the device was pretty open, so hackers quickly put together really good native clients for Windows, OS X, Linux, etc. that were miles better than both XM's default client and their Web player.

It only lasted for a couple years, though, because those same hackers eventually figured out a way for clients to just rip every song that passed through the XM-PCR into high-bitrate MP3 files on your hard drive. So what went from a neat, hackable little device quickly turned into a music pirate's dream.

There was a gentleman's agreement for a while between the developers of the major clients not to take advantage of this capability, as they all knew that if it ever got exploited at scale XM would shut down the PCR and all their work would instantly be rendered worthless. But inevitably someone shipped a client with this "feature", and XM predictably stopped selling the PCR and remotely disabled all existing units. Boom, so ends a scene.

(Here's a contemporary story from Ars Technica with more detail on the shutdown: https://arstechnica.com/uncategorized/2004/08/4147-2/)

It was all too bad, as like I said, if your use case was playing music while you worked the PCR was a really cool little device. I suppose this is why we can't have nice things :-/