No.

It is not possible to play music when delivering goods in Death Stranding, because when playing specific missions, songs will be heard at designated stages, so music cannot be played all the time.

"Death Stranding" is an action game released by Sony Interactive Entertainment on November 8, 2019. The game tells the story of the protagonist Sam who must bravely face a world changed beyond recognition by Death Stranding, unite the existing society, and save aliens. The story of space humans.