Steps for this bug to occur:
1. Make sure the music is off.
2. Open a level.
3. Press the music on/off hotkey anytime before the trapdoor opens, to turn on the music.
4. Wait until the trapdoor opens and a lemming comes out. The music resets itself as soon as the first lemming comes out.
What should happen instead: if you turn on the music before the first lemming comes out, it should not reset itself when the first lemming enters.
I think I can guess why this is happening, and it should be a simple fix. I'll look at it soon. :)
Fixed for next update.
One slight change to your suggestion - at least what I'm getting is, you think the music should start immediately when turned on (even if, had the setting been on from the start, music wouldn't've started yet). Instead of this, I simply made it so that turning on the music option during gameplay will only start the music if the music should've been playing anyway.