I don't always have this, but sometimes. My theory requires a couple of steps to understand, and I don't know if there's scientific support for any of them outside my own brain:

1. I think that laughter happens when your brain makes an unexpected connection; like learning a surprising thing you didn't know (or have had difficulty figuring out in the past), or putting two unexpected things into an odd juxtaposition (like in a joke), or in seeing a thing you don't usually see (like with physical comedy), or in seeing a usually-successful person failing (schadenfreude).

2. Music can make connections in your brain. I don't know how, but it can. Hearing a song will often take you back to a super random moment or a feeling or a time in your life; like, I have a strong connection between No Doubt's "Hey Baby" and riding a bus to a band competition in the early 00s, for instance. It doesn't even have to be a powerful moment (the bus ride certainly wasn't), it's all about your brain chemistry at that moment.

3. If your brain chemistry is exactly right, and the music is exactly right, it can skip all reason and logic and make a connection in your brain unexpected enough to make you laugh. Not even one you'd necessarily be able to describe; but there's some neuron firing with another neuron now in a way it wasn't before.

This is pretty experimentally rock-solid in my own brain, but I haven't really investigated it anywhere else.