Normally, my approach is to ignore it, because if I want to sleep, I can fall asleep if they play songs. Sometimes the songs they play can actually make me fall asleep faster. But if you can't bear it, you can tell them directly that you want to sleep, and ask them to turn off the music, or wear headphones.
They will also turn off the music very consciously. After all, they also know that everyone in the dormitory must understand each other. Just like if someone is sleeping in our dormitory, we will consciously keep the sound to a minimum. However, sometimes I don’t notice someone sleeping, like me. There are so many dolls on the bed that many people don’t even know I’m sleeping. Either I listen to the music and fall asleep, or I sit up and tell them I'm going to sleep.
Don’t feel guilty, because it’s them who feel embarrassed at this time, and every time they are like oh, okay.
Everyone’s schedule is different. Sometimes in the dormitory, if you are a little excited and can’t sleep, you will chatter. If someone suddenly shouts, go to sleep. Then other people will consciously stop talking. Sleeping is the big thing at night.
Also, if you didn’t speak this time, others will pay more attention to you next time you take a break.