The DJ isn't mentioned in that sentence, so without the context telling you it's about the DJ it could equally be "what sort of music is played (do they play) at that club/bar/venue".
Just because the verb is intransitive doesn't mean there isn't some person involved in the action, though. Compare 映画が始まる - movies don't generally start of their own accord, but we don't sit in the theatre saying "hush, the projectionist is about to start the movie".