Remember: the State is a culture of billions of people, and while collectivism and duty are
virtues in Caldari society, it isn't a fully dystopian "OBEY" society.
I keep repeating something that I think is important to understanding the Caldari:
look at this picture.
All very Soviet, right? Red flags, the logo of the State, speech. Obviously a rally of some kind. So far, so conformist. But front and center you have a girl in a halter-top with a full back tattoo and dyed hair. Next to a scruffy kid with long hair and a more professional looking person in a suit with neat hair.
This is not a society where even the remotest trace of individual taste, thought and opinion is stepped on by a brutal grinding regime. There are no thought police in Caldari society, there's just a prevailing zeitgeist about what behaviour constitutes a good citizen.
Which is something we get in the real world, too. Good British citizens obey the law, believe in democracy and free speech, are intolerant of bigotry and so on. The zeitgeist of the USA places substantial importance on religiosity.
So the State is not a place where you aren't free to be, and to express, yourself. Their culture doesn't actually treat things like your haircut or what music you listen to as being indicative of any alarming tendencies. You can show up to listen to an important executive speak without security treating you as a dangerous anarchistic rebel just because you happen to be wearing a halter top to show off your ink.
All of which means that Caldari music probably runs the gamut from screaming death-thrash-punk-whatever black noise that you get drunk and flail around to in a mosh pit all the way to the Echelon Army of hyper-produced parental-approval teenage starlets who are discarded the instant their first wrinkle or grey hair shows up and live the rest of their lives doing menial work in anonymity. Music is big business, and that band's style and image are their brand, and different brands sell. The corps aren't stupid - they know they can make just as much off the Caldari equivalent of Rage Against The Machine as they can off of some swaggering pretty boy called Jitsun Riebeb, and they know that the minority of listeners who might actually take the RATM-equivalent's message and use it to inspire them to acts of anti-corporate anarchy can almost certainly be contained and dealt with by security.
It's a free market in the State, remember. Whatever sells, sells and in a music market of billions of citizens there is room for damn near ANY musical niche taste to have at least a few bands on a corporate record label somewhere.
Not so different to the record companies we have today IRL, in fact.