So to use the same algorithm for music you would have to decompose audio in a similar meaningful way. There has also been a lot of success in speech recognition with CNNs lately, but I don't know what the situation is with modelling music.
Well, in music, scaling could be compared to increasing/decreasing frequency. We all know that a song which is transposed by e.g. an octave still sounds the same (albeit lower/higher). So I think the concept translates well from images.
What you want is a progression of abstractions, e.g. note, chord, melody... but one where 1) each is largely orthogonal so that they can be separated and recombined with a lot of flexibility (definitely not true of notes and melodies) 2) it be computed straightforwardly, preferably by a differentiable function 3) can separate style and form.
Music has the added complexity of being smeared across time, which I think will be a lot harder to crack.
It would be fun though, to pass a Garth Brookes track through a Deathspell Omega filter.
But images are smeared across space in two dimensions. That's one dimension more than music.
Images have (r,g,b) as a function of (x,y).
Edit: or (h,s,v), or however you slice the color 3d space.
(In humans we have oscillating hairs that perform an analog frequency extraction, while with computers you'd use a fourier transform to do it mathematically.)
So it appears that dimensionality is just not a good way of explaining the difficulty here. I'd say the neural style technique was developed specifically for images, and it's becoming apparent that we can't simply apply it to sound and get good results. Maybe by working something similar from the ground up.