The practice of characters concealing ordnance in musical instrument cases..........

'For criminals there come times when a pistol just isn't big enough for the job. However transporting heavier firepower in a manner that doesn't attract the attention of civilians or the police can be a problem. Enter the musical instrument case. The wide range of shapes and sizes of musical instruments means you can readily find a case for transporting any weapon you might want to conceal.

This one goes back at least as far as the Roaring Twenties when gangsters used violin and viola cases to transport Thompson submachine guns and sawed-off shotguns. With time more varied weapons have been concealed in this manner up to heavy machine guns and rocket launchers. Even today specialized cases for transporting rifles and pistols can look like musical instrument cases.

This has been done so much that nowadays when some people see a violin case, they assume it contains firearms.' !

TV Tropes

Well there has to be a connection with music ...
....... however tenuous :)