Ah Epona, I agree with your point that music defines social identity so much more than other art forms do! I was merely replying to the slightly different point in Attalus' post.
I have no idea though... Some possible factors could be the fact that more people visit concerts than they do theatres and museums and more socialising goes on there (though that doesn't explain movies...). Maybe also that music has clearly defined genres to group yourself with... Also, would you say it's true that different types of music lovers often have the same tastes in other art forms as well? For example most death metal fans seem to like horror movies.
I'm grasping at straws here though, I really wouldn't know why music is such an important factor in a lot of people's identity.