Yes I have music in the main menu, I also get diplo music as well (both on the diplo screens and when zoomed into a city).
I also noticed that besides reloading, hitting ctrl+M twice in a row will get the soundtrack going. I think it might have to do with the opening movie as Age of Ice (which also has an opening movie) also exhibits the same behavior with the soundtrack while the other mods/scenarios and the main game work fine.
It's not a big deal or anything but it is kind of odd.
Great mod BTW. The ranged bombardment and the strategic bombing missions for aircraft are a nice change from the main game.