It was a really common practice to put in game music as audio tracks on game CDs. Dreamcast GDs also work a similar way where you can play the game audio in a regular CD player despite the data track being formatted differently to the ISO standard.
F if i know today why i bought it though...
A list of games can be found here: https://www.giantbomb.com/redbook-audio/3015-6487/games/
I assume that the CD simply had two "tracks," with the audio CD "partition," if I may call it that, being the first. This allowed the game developers to play music during the game using the CD-ROM drive's hardware audio decoding (remember that small molex that went from the drive to the soundcard?) without impacting the game's performance.
These days, it's impressive to think that decoding WAV audio could at one point be a limiting factor for a CPU.
It's very rare for a game to have its music compressed, unless the hardware can decode it on the fly (think wma on the xbox, or adpcm on the ps)
Also, I know a fair number of games that use Vorbis for music, so not sure I would say it's very rare.
This because a friend didn't know about the format but wanted to play them.