I doubt they can appreciate it at the level we can, but I am quite positive they react differently to different styles. If I crank up some fast paced metal like Mastodon or High on Fire the dogs get a little wild too. If I'm playing some glitchy drum and bass like Aphex or Venetian Snares they get kinda antsy, like the many siunds in the music. If I'm playing something slow and calm like some ambient or Boards of Canada, or anything just slower and steadier, they'll come chill right next to me or find a nice spot on the floor and relax with me. My golden retriver Hickory seems to enjoy downtempo electronic.

It'd be interesting to do a controlled experiement on it and find out for sure.