I remember reading a similar anecdote in the book Turing's Cathedral, where it suggested that von Neumann had a particular preference for loud marches. It also makes me think about what Stanislaw Ulam wrote of von Neumann[1]:

"If one has to divide mathematicians, as Poincaré proposed, into two types—those with visual and those with auditory intuition—Johnny perhaps belonged to the latter."

[1] http://www.ams.org/journals/bull/1958-64-03/S0002-9904-1958-...