So i just read into this patent.
The patent says it MAY have an audio player (speaker) within the same unit to play music into the same ear canal that the EEG electrode sensor is in. If you look at the patent pictures of the patent for July of 2013, the idea is that there is an mp3 player (or any music/storage) device that can be used as a storage device for your EEG readings AND can play music/audio into the ear piece that is taking EEG readings in your ear canal.
With that being said, the purpose of the music to play was basically for additional functionality of the device already being in your ear AND POSSIBLY to monitor how your brain waves react to certain sounds, which in turn would be saved on the device.
The patent discusses the use of the "music playing/storing device" as possibly being an Android phone, PC, tablet, etc. and it essentially encompasses most technologies that we associate with data storage. Basically, whether or not the model that they are working on now to reach market will be able to play audio is not fully understood, but the patent encompasses that. It is claimed and therefore they own the rights to that feature.
After all, if this device becomes big, we can't assume people will only want to listen to video games, music, etc with one ear available, so why not integrate the music into both ears?