It’s my headcanon for various characters to play musical instruments.
Band dreams is no stranger in this fandom, as far back as I can remember XD.
As such, my headcanon for Ryou would be for him to love playing the piano, even into his adult years. He most likely learned while he was still young, and most likely when his mom and Amane were still alive. He more likely than not stopped once they died and Bakura took over his life, and probably picked it up again post-Ceremonial Duel.
As for his favorite kind of music, I can see him liking more classical stuff on the piano, but doesn’t mind a few contemporary pieces, as well as jazz on piano.
And then there’s the stuff that everyone has a guilty pleasure song that they will dance to, or is just all warm and fuzzy and nostalgic.
Kaiba, on the other hand, is not a big fan of music. I can see him playing one when he was still under Gozaburo’s thumb (I can see him learning a Strings instrument, since they are some of the more difficult instruments. Violin would my first choice for him, and then probably classical piano), but probably hasn’t picked on up since then. He probably has gone to a classical concert or something once in a while, but otherwise, music really isn’t his thing. He’d muchly prefer to work in silence.
Though for dates, Ryou does get to go to classy concerts with Kaiba and enjoy a treat of full orchestras or operas, which makes him happy to appreciate beautiful music.