Certainly, but if you hear a crying person, for instance, many (though, not all) people will instinctively feel for that person. Instrumental music can invoke similar feelings, either through associatation or because certain sounds hit those same chords, so to speak (I'm thinking the difference between major and minor chords, or when something is off key).

Vocals, like acting, can have that more direct line to your empathy. At least, that's my thinking. A really good song can give me goosebumps too, though.