Uncompressed audio tracks may have been necessary to get acceptable performance. e.g. GTA 1 came with some PCM tracks on the CD. If you didn't like them, you could pop in a different CD and get different music on the radio in-game. Playing mp3's was, in the early to mid-90's, actually pretty intensive. There were still a decent number of 386's around that could barely run a mp3 player in a Linux console-only setup. You needed a 486 or better to even think about playing mp3's with a full graphical OS running, and probably a Pentium before you have enough CPU left over for the rest of a game.
Back in the day, my 200mhz Pentium remained just-barely usable while listening to WinAmp, but there was noticeable latency.
Yeah, I remember an mp3 rating >50% CPU time on one of those early pentiums we had