It occurred to me that one of the most famous inter-cultural encounters in the history of music was when Debussy heard Javanese musicians at the Exposition Universelle in Paris in 1889. And transporting a North African band or some drummers from Zanzibar would be a lot easier than shifting a gamelan. Wilde could have been at the Paris show as well as the London one - maybe somebody could check in a biography?

Wilde was to some extent recycling the ideas of Huysmans's "A Rebours" of 1884, and maybe "La-Bas" if he'd seen it in manuscript (it was published around the same time as TPoDG). I can't remember what des Esseintes's musical tastes were.

This article on music, race and culture in 19th century France might be worth looking at:

http://mq.oxfordjournals.org/cgi/pdf_extract/gdn002v1