Well, it turned out that only one of the two dogs really hate music. The other one is actually running to the one that does to either see what's going on or calm him down. Which is cute but still annoying. The dog that does this has jumpy trait, so maybe that is the reason?
Locking the room with radio is a interesting idea, but that would mean locking most of my house, because I have a lot of radios all around it, and try to not turning radio in the upgraded hot tub that is outside. Not very plausible solution for this gameplay, but I will keep it in mind for future.