I, too, seem to have this problem. This is my first time through so I've never heard most of the music but I'd appreciate to have the opportunity to do so, as I've enjoyed the tracks I heard.
I don't know what to do. I'm pretty sad now. Of course it's not game breaking but eh... just disappointed. I hope we can find a way to fix this!
Update: I just tried to create a "run" folder inside the Divinity main folder, and then move the "dat" folder inside the run folder I created. Didn't work. Making a copy of the dat folder and putting it inside "run" did not work either. Moving only the sound.cmp file into run/dat disables all music in the game.
So I don't think there's anything wrong with the file. It's something else. Investigating still.
I wish there was some way to see what's inside the CMP file, I wanted to look at it and see if I find anything wrong with it. Although it's been confirmed there's nothing wrong with it. I'm just running out of random stuff to do.