People kind of did. Before the radio it was much, much more common for middle class and even fairly poor homes to have musical instruments, pubs to have pianos and so on. There were whole traditions of self-entertainment of which only fragments survive now.
I don't think that rises to the level of "mass media has made the world worse", but it certainly has made it different and lost a few things.
>it was much, much more common for middle class and even fairly poor homes to have musical instruments, pubs to have pianos and so on
That's exagerrated by movies. There were folk songs, but instruments - and players - have always been rare, and played by those who had enough time to learn to play - the poorest of the poor, the crippled and the blinds...
Note that at that time, either there was already a copyright to protect musical partitions, or if learning by ear the teachers had total discretion on who they taught and for how much. There were still barriers to knowledge.
And outside of Europe, any ceremonial/religious music was only taught to the initiated and played on rare occasions (there are interesting stories of Americans, etno-musicologists or even just musicians looking for new musical construction in the vein of Steve Reich, in the 60s, going to Africa to learn rythms with e.g. Nigerians, staying there for years, fully integrated - or so they thought - and bam! for a rare ceremony their hosts suddenly play something they never showed them before and refuse to discuss it afterwards)
It's more difficult today, but if you get a chance, try visiting an impoverished rural area and hanging out with the locals during casual sit-down, dinner, outing, etc. People will sing, people will dance. And not just those who are good at it.
There are instruments that can be made cheaply and there are those that can master them enough to be called music. No need to have a grand piano and years of teaching to be able to produce music.