Kerbal Space Program

The music still plays when volume is set to 0% via the in-game options menu.

To reproduce, set the music volume to audible levels in the Main Menu settings screen. Enter a save game, place a pod on the launch pad and Alt-F12 it to orbit. Press Esc and select Settings. Change the Music audio slider to 0%, and leave the settings menu back to flight scene. Music will start playing again.

This was discovered after launching a rocket and flying it to orbit. After leaving the launchpad, I decided to play some music in my headphones, so I entered the Esc settings menu from the Flight Scene to reduce music slider to 0%. After entering space above 70km, KSP in-game music started playing again. Therefore I know this occurs whether you actually fly into space, or if you Alt-F12 to space.

A follow-on test to reproduce with negative results: I went back to the Main Menu settings screen and put the music at 0%. I re-entered my save-game, put a Mk1 pod on the launchpad, Alt-F12 to orbit, and no KSP in-game music was playing.

CONCLUSION: The Main Menu>Settings music audio slider appears to take precedence over the in-game Settings (via Esc). If you previously had the KSP in-game music set in the main menu, and then try to turn it off while in a save-game, it won't work and the main menu audio setting will be reverted to after exiting the in-game settings menu.