That's different because that takes resources away from the system while the game is running..
Considering the PS3 OS has 50ish mb of RAM reserved for OS operations, and an entire SPE core, playing back an MP3 should not be particularly challenging, the X360 has a much smaller memory footprint and a lot less reserved cpu power, and it can playback mp3's whenever you want to just fine.
This should not be a hard task at all.