Easy answer. Headphones have more musical feeling than HAs. I do often if I want to seriously listen to music. I will use Headphone or In-ear headphone. It always give the feeling of music more than HAs.
You don’t deal with feedback (if any), you don’t deal with out of tone or sound weird because of the way your fitter fitted your HAs. Good or bad.
Headphones will always deliver the sound you used to hear it and loved it. HAs on the other hand, if it sounds good. It’s great. If it does not sound like what you like. You may feel like you don’t want to listen to music via HAs.
Also, this is not the same as “speech understandibility”. Music and speech are different. So HAs that make you understand speech may not suit for music listening. It still depends on how well fitting.
So its not strange that she will wear HAs only the time she need to speak with people, but not on the music she loves with HAs.
Music is not about “understand it”. It’s all about feeling and rhythm.