I think u should be able to jam out in game to ur own mp3's or other type of music files. just load it up in the options or something ;)

just turn off the Music ingame and have itunes running behind the game.

Well... under linux thats much harder to do than saying it pyrosu (no alt-tab etc).

also, its a low difficulty, low priority task to implement so it might be worth putting on the list i guess...

Spine

I think there is a way to have VO play your own music, the only 'problem' is that you have to re-encode the music to .ogm format and put it in a certain folder in your VO directory. But I'm not entirely sure whether this still works.

It does work. VO can play music in .wav and .ogg formats via
/playmusic "path"
or .m3u playlists with music of that format via
/playlist "path"

path can be relative to vo or absolute iirc.
Downside is you have very little control over it.

As for using external player being hard... it's not, i'm rather sure most of players that are worth using have some way to set up global key shortcuts that'll be picked up even if player isn't in focus (winamp sure does).

The problem with vo having mp3 is that there are licencing issues with that.