Indeed, it just seems like such a quaint place to live. As you say, the music is lovely, and one of my favourite tracks on the OST. Even the sinister, underground, section wasn't so bad. The music was very conspiracy and provided a sense of mystery. It was a part that was more about discovery than evil and destruction. Another that made me feel like Dali was the at the beginning in Alexandria when Vivi's Theme is playing. It's just so beautiful. IX had so much charm and definately made me feel the most snug. My fav of the series.
The whole appeal of the FF series to me was the fact that you could immerse yourself into another world, be it Gaia or Ivalice, for a while. Although every world in the FF series is beautifully crafted, IX's world felt the most attractive to me and I had a strange feeling that it was where I belonged. I don't know, maybe it was because I was just a lonely little kid living in a big bustling lonely city while playing it, but this lovely world that IX presented made me feel right at home.