@Ingolifs's answer to the question What was the last message to Opportunity today (13 Feb '19)? quotes ArsTechnica's Opportunity did not answer NASA’s final call, and it’s now lost to us:
Late Tuesday night, scientists at NASA's Jet Propulsion Laboratory sent their final data uplink to the Opportunity rover on Mars. Over this connection, via the Deep Space Network, the American jazz singer Billie Holiday crooned "I'll Be Seeing You," a song that closes with the lines...
To me, "Billie Holiday crooned..." suggests that a real audio recording of music was used to modulate the carrier in some way either direct AM or FM, or as digital data via more standard DSN data encoding schemes.
update: I've just read in the New York Times' NASA Rover Finally Bites the Dust on Mars After 15 Years:
Flight controllers tried numerous times to make contact, and sent one final series of recovery commands Tuesday night, along with one last wake-up song, Billie Holiday's "I'll Be Seeing You," in a somber exercise that brought tears to team members' eyes. There was no response from space, only silence.
To me, "...one last wake-up song..." suggests this is more frequent than I'd originally thought. In that case we don't need a specific number, but instead just a better understanding of How many non-crewed deep-space destinations have had intentional broadcasts of music from Earth?