As usual, it depends.
But the answer is not always ‘yes’ or ‘no’.
Group session? Probably a ‘yes’. Let’s get the mood right, edgy, hard, and pushing it to the max.
But when I train alone, sometimes I just go with the silence.
It’s not really silent, of course, because I can hear the sounds of focus.
The sounds of my own breath, or the first few birds chirping in the morning as the sun rises.
The sounds of the weight clanging. The sounds of no distractions.
I train alone with music often.
But I always turn it off when I catch myself thinking about the music more than the training.