I very much agree with the base premise here, but I do think with art (music, movies, books, etc) there can also be value in working to appreciate that which does not immediately reveal itself. Sometimes good art doesn't catch you in the first 10 mins and you need to spend more time with it to fully appreciate it.
That said, there are plenty of times when this advice is absolutely on point. You should never feel guilty or bad for abandoning something you aren't enjoying.