None of my dogs seem to mind, especially in the car. Indy immidiately passes out in the car because she's used to boring rides, and she'll wake up once she (somehow) senses we're getting close to wherever we're going. Ozzy would rather have his nose out the window, and Enzo just wants to sit in the front seat.
When Jones was a puppy though, and in a crate for car rides, he would SCREAM bloody murder the entire time unless I had a specific Modest Mouse album on (The Moon and Antarctica) and I gradually got him to listen to other Modest Mouse albums, and then as long as some sort of music was playing he was fine. He quit that at around 8 months old, lol, and doesn't mind music or no music. Sometimes I like to ride around just listening to the wind, and he would be fine.
I can't say loud music has ever bothered my dogs. Indys been to a couple concerts with me, though the other two haven't, and Steven plays the bass (he's got a huge bass cabinet that makes the house shake) and the drums and they never mind. Ozzy actually likes to go into his office when he's practicing or just playing around and lay on the dog bed in there.
It hasn't seemed to affect anyones hearing, though both Ozzy and Enzo are selectively deaf when it comes to commands, they can still hear a piece of food drop in the kitchen from the back of the house lol.
ETA, none of my dogs care about fireworks or thunder either. Indys been to Friday Night Fireworks at the Atlanta Braves Stadium with me, and she just climbed into my lap to watch them.