Maybe it is because you are connecting more with God when you have your Worship music? I know I connect with God more when worshiping Him.
Psalm 100:2
"Make a joyful noise unto the LORD, all ye lands. Serve the LORD with gladness: come before his presence with singing. Know ye that the LORD he is God: it is he that hath made us, and not we ourselves; we are his people, and the sheep of his pasture. Enter into his gates with thanksgiving, and into his courts with praise: be thankful unto him, and bless his name.For the LORD is good; his mercy is everlasting; and his truth endureth to all generations."
Our emotions & thoughts are part of our Soul, but they can either be manipulated by the flesh (thus serving the flesh & Satan) or controlled / rationalized in the spirit (thus serving God).
This is why "feeling good" about something, doesn't mean it really is good. We need to ask God for discernment. As it may be the flesh that is being satisfied and not the Spirit.
Likewise, feeling "bad" about something, or doubtful is not always right either. The enemy likes to place doubt, fear and other negative thoughts in our mind to trick us into giving into the flesh (which is sinful).
A suggestion I offer is that when you next play your worship music, praise God, and ask Him to fill you with His peace & peace of mind.
God is not a God of doubt/confusion.
1 Corinthians 14:33 "For God is not the author of confusion, but of peace, as in all churches of the saints."
Maybe this will be helpful.