The first thing I've done when loading the game for the first time is turn the menu music off - pretty much since EA introduced menu music.
I've given the arena music a chance in the past, but really found the songs irritating; I'm super fussy about music and the dev team will never please me.
I remember the PC versions in the late 90s opening with recent hit songs from bands like Garbage and Collective Soul over footage of actual NHL gameplay. It really felt like "Welcome to the Big Leagues, kid"
That being said, I feel the pain of the NHL dev team on this. Ever since Rockstar showed artists the value of their music in games, with the GTA series, artists aren't licensing their hit songs for peanuts anymore. If R* is being turned down by the likes of Heaven 17 for offering too little money for GTA 6, I'm really not sure how NHL devs are going to secure music that has proven, broad appeal - without sacrificing the budget for stuff we really want.
For the sake of throwing in something constructive, what I would find pretty cool is if we could select the arena songs to be "Classic Organ Only", which would be kind of a flashback to the Sega NHLs of the 90s. There are already some NHL 94 features in creation zone, and I think some of us older players and NHL fans would appreciate in-game music that harkens back to our youth.
Also, an organ music soundtrack for games seems pretty cost effective to me.