It's a very good and valid question, and one that would take many hours of typing to properly explain, but I can offer the gist of it. Basically, there are two mechanisms by which music "hooks" the brain: by triggering the time-keeping element in our limbic system (a lower cognitive process) or by violating our expectations of what the music is supposed to encompass (a higher level cognitive process). Which is why there are certain songs that are immediately rewarding (like dance music) and others that require multiple listens to appreciate (think Beefheart).
If you're really interested, I highly recommend reading This Is Your Brain on Music by Daniel J. Levitin. He uses empirical research to demonstrate these concepts, while retaining scientific credibility. Extremely illuminating, to say the least.
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