It seems weird that Murdock turned his stereo all the way up when he was getting ready in the morning. With his sensitive ears, wouldn't that hurt? But he sees via sound. He wasn't just putting on music to wake himself up, he was effectively turning on the lights.
One of the accepted flaws in the film is the soundtrack which promoted groups and was very loud during the whole movie leaving little to no moments of silence. It's actually a device to make you feel a little like the character in a world full of disturbing sounds.