It’s hard to explain why nonjewish music is bad, but I’ll try.
Nonjewish music has a very powerful negative effect on one’s neshama. Think about it- one makes you happy, the next makes you sad, while another makes you angry! So if it affect your emotions, it stands to reason that it also affects your spiritual state of being. Also, for the most part, nonjewish singers are horrible people with absolutely no morals. I feel disgust at the thought of having their voices, lyrics, or melodies in my head all day!
Some are moral people, that is true, but the vast majority are decidedly not. If you start off listening only to nonjewish music that is sung by moralistic people, you’ll almost for sure end up listening to the worst garbage out there.
Your neshama is THE most valuable thing you own. Are you really willing to risk destroying it for some temporary enjoyment?!