Atmosphere is everything.
Classical music goes a long way toward establishing atmosphere, adds to the total experience, like the smell of spiced candles in a country store. Even New York's Penn Station has switched to playing classical music, in what is otherwise a hectic environment. And Baroque music is the best at creating that atmosphere, while reducing stress. Many types of music promise stress reduction. Oftentimes, they become tiresome due to their artificially synthesized sounds, lack of melody, and lack of structure.