Sometimes it's just good to take a moment from the long commutes and the busy, often hepatic days of the agency and the department and just take it all to just sit down and relax to some ambient tunes. I mean there was so many things he has done during his time:
-Jumping from dimension to dimension
-Taking on several forms of species to fit in with the worlds he's assigned to
-Taking weeks or months far away from home in different worlds or universes
-The constant fear that you might not make it back alive
-Kill enemy targets
-Taking flak from commanders, fellow teammates and the like (why often he prefers works alone)
If he can survive all that than he can take it all in back to his midtown Manhattan high-rise sit back, relax with his pet feral Ollie and listen up some good tunes and recollect.