It is not just wrong. Being respectful of boundaries and trying to push someone’s boundaries aren’t mutually exclusive. Every person has their boundaries in different places, and if you’re not willing to compromise on the small stuff you’re going to be the ‘fun brake’, the guy who causes the innocent fun to slow down to talk about how much you don’t want to do it.
Don’t get me wrong, there are absolutely boundaries that need to be respected. But there’s a difference between something you feel awkward about and something that’s against your principles. Pushing your boundaries to eat a meal that you don’t like but is otherwise safe isn’t the same as pushing your boundaries to get drunk/high.
Another thing is that for the most part, when people try to persuade you to share something slightly personal like music, it’s not because they’re dicks who are trying to make fun of you. Chances are they’re trying to include you in their group, trying to bring you into the collective, trying to become closer friends. They’re looking for something to bond with you over. Discussing occupation, education, and personal interests are probably the most basic way to do that.