Is it okay to play music at the crag?
No. This is an annoying trend that needs to be immediately shamed by the outdoor community for fear that it becomes common place.
The outdoors is like a library. Be as quiet as possible so that others can focus on what they're doing and enjoy it too.
And if no one is asking you to turn your music off, don't assume that everyone likes it. They may just be too polite to tell you to stop.