From a study by Keller PE, and Koch I:
The hypothesis that planning music-like sequential actions involves anticipating their auditory effects was investigated in a series of experiments. Participants with varying levels of musical experience responded to each of four colour-patch stimuli by producing a unique sequence of three taps on three vertically aligned keys. Each tap triggered a tone in most experimental conditions. Response-effect (key-to-tone) mapping was either compatible – taps on the top, middle, and bottom keys triggered high, medium, and low pitched tones, respectively – or incompatible – key-to-tone mapping was scrambled, reversed, or neutral (taps on different keys triggered the same tone). The results suggest that action planning was faster with compatible than with incompatible mappings (and faster than with no tones). Furthermore, the size of this compatibility effect grew with increasing musical experience, which suggests that improvements in auditory imagery ability that typically accompany musical training may augment the role of anticipatory auditory-effect representations during planning [emphasis added].
The results of this study should come as no surprise to anyone, as music teachers have been saying for millenia that you improve with practice. When we think about the skills that use auditory processing and planning the most, those turn out to be rather varied: speaking and processing language, surely, but in addition, reacting to things we hear. This could be sounds that signal an emergency (breaking glass, sirens, car horns) or things that require our attention in other ways. In any case, musical training improves our ability to react to sounds and decide what to do about them faster. Where reaction times to sounds are crucial, it’s clear that musical training gives you an edge.