My decidedly working class parents insisted we learn to play piano. Most of my relatives had a piano in the house. I think it was a holdover of the days when home entertainment was self-made.
A friend lived in both the Los Angeles and New Orleans areas. He compared the two as: in LA, the parties of rich people have live music. In New Orleans, the parties of poor people have live music.
And Damgård, mentioned earlier, was born in 1957 Denmark, and plays Danish and Nordic folk music. Postwar Denmark was poor. Perhaps this interview (in Danish) explains why he started? https://www.youtube.com/watch?v=AUF_EkN4Z-g
So, 1) is there a significantly high proportion of people in STEM who are into music than non-STEM? (and not simply some sort of observational bias), and 2) is the major contributing factor to the high proportion because the parents of those people were upper class? (and not some other factor like STEM fields paying enough so people have free time for hobbies.)