What do you mean by listening to music with them? Like, sitting around in the living room playing each other's favorite songs? I don't think I've ever done that with my parents, my kids, or anyone really.
We like vinyl just because it has the physicality to it but I think anything here is fine. It's the music and the shared experience.
You learn from each other in unexpected ways.
But to just play your favorite songs to your family? You surely have woken up to a song you remembered or have been listening and played it out loud?
If you haven't, do it! Your family will love to see you sing, dance, react to it!