When I was in high school, my math teacher would play Mozart during tests, claiming it would help us. It would drive me crazy, and I doubt that my grades improved as a result of the distraction.
For what it's worth, I have a BMus in Piano Performance. I love music... but never as "background noise"!
As to why some people have an easier time doing it than others, no clue. I have a background in music so I suspect that plays some role. I need absolute silence in order to concentrate.