The problem is that, aside from Widex, the hearing aid designers pay no attention at all to the sound of music. As others point out, they are designed only for speech recognition (i.e., focused around the 2-3 khz region). One of my friends, who is an engineer who helped design the Lyric, the last great analogue aid (still on the market) confirmed this. Btw, every other ha on the market is digital. Most of the advances have been in the software and are focused on noise rejection.
Widex claims that they have improved the latency issue enough that their bte aids are good with music.
I had Oticon, several generations back, and they were not very good for music. Sure, snare drums sounded about right again, but the rest of the spectrum was worse.
Unfortunately, the best aids cost $4-6 k per pair. Costco's are about 2 levels down from the latest and greatest.