If I recall correctly earlier compilations/collections have been without the music, possibly due to some licensing issue or other.
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Just found medallion version of EU in one game store today with just 5 euros. Now I have disc versions of all major Paradox games. 
I picked mine up at a discount store in '01, shortly after it's release. I was 7. Then in about '06 I did a search for cheats. and found EUII, and then searched for EUII a couple of years later.
Then in about '06 I did a search for cheats. and found EUII, and then searched for EUII a couple of years later.