There are a variety of reasons I dont use my gaming devices to listen to music:
1. It uses up memory which I prefer to reserve for game saves and downloads.
2. It drains the battery which is a pain if you don't carry your charger with you and are out and about for a considerable amount of time.
3. The music menu interfaces on some devices are not very well laid out in my opinion.
4. Plus one handed operation wasn't in mind with most game systems

