If music serves to convey feelings through the interaction of physical gestures and sound, the musician needs his brain state to match the emotional state he is trying to express. Although the studies haven't been performed yet, I'm willing to bet that when B.B. King is playing the blues and when he is feeling the blues, the neural signatures are very similar. (Of course there will be differences, too, and part of the scientific hurdle will be subtracting out the processes involved in issuing motor commands and listening to music, versus just sitting on a chair, head in hands, and feeling down.) And as listeners, there is every reason to believe that some of our brain states will match those of the musicians we are listening to.
Critical thinking is an active and ongoing process. It requires that we all think like Bayesians, updating our knowledge as new information comes in.
