"For philosophical problems arise when language goes on holiday."
No. I haven't listened to it, and probably won't, but it would be interesting to know if there's any discernible pattern to his taste. I don't see one just from looking at the list.
It's largely as you'd expect: plenty of Beethoven and Schubert, a bit of Mozart and rather too much Josef Labor (OK, I'm not a fan of organ music). The only real surprise is recordings by Yvette Guilbert, a late 19th C cabaret singer whose work was apparently on the raunchy side (my French isn't good enough to tell how far that's true). I think that's as close as Wittgenstein got to popular music.
I get the impression that no one likes Labor. Raunchy French cabaret is not what I would expect Wittgenstein to like. That might be worth investigating (although knowing French, and nineteenth century French slang, would probably help).
"Raunchy" is probably the wrong word - as is "cabaret". She was closer to Edith Piaf than Sally Bowles. A belle epoque chanteuse. Still, a surprising find.
I finally broke down and resorted to Wikipedia and YouTube. Wikipedia makes her sound like a rapper: " An innovator, she favored monologue-like "patter songs" (as they came to be called) and was often billed as a "diseuse" or "sayer." The lyrics (some of them her own) were raunchy; their subjects were tragedy, lost love, and the Parisian poverty from which she had come." Judging by her performance of "Le Fiacre" she really did sing, albeit in a warbly, story-telling way, and the lyrics are more suggestive than raunchy. Surprising, though, as you say, and she's pretty impressive. Freud was a fan, and she wrote two novels and a book on how to sing a song.