I believe when articles like this one talk about "listening to Mozart," they are indeed referring to active listening, which taxes recall (with regards to things like ongoing restatements of a prominent motive) and working memory (with regards to things like key changes or thematic development). In my intuitive experience, it tends to be a task that requires a certain threshold of concentration to even happen at all, like juggling. As with juggling, you could probably learn to combine another activity with it, but the benefits seem like they would be tenuous.