I can listen to certain songs in any environment and experience chills. So It seems, at least in my case, it is one's personal connection with the song, being the main factor.
Why certain music gives us the chills, AKA Frisson
Why Music Can Give You Chills & Goosebumps | Neurologist explains Frisson
https://www.youtube.com/watch?v=UOjjnXWMEvs
I'd be curious to know how many of us experience this. I get the chills quite often, not just with music.