Rudolph, being the kind-hearted reindeer that he is, wouldn't mind listening to any type of music, even if it's a little outside of his comfort zone. He's always up for trying new things and expanding his horizons, so listening to a Philly Christmas album wouldn't be a problem for him. He'd probably be a bit surprised at first, but he'd give it a chance and listen with an open mind. Who knows, maybe he'd even end up enjoying it!