I think I've figured out the pattern. Whenever I start another module and then start ONR after it, there is no music in ONR. However, next time I start ONR again it plays the custom music. So, whenever you want to listen to custom music, just start ONR, and if you played another module before it, shut it down and start it again. As Fujiwara pointed out, this is certainly an engine issue, so it is probably true for other modules that use custom music as well.