This isn't an oblique case. Oblique case will use मुझे, तुझे, तुम्हें, आपको, उसे, उन्हें instead of मैं, तु, तुम, आप, वह, वे. Here गाने is plural, so can't be used with the article 'a'. I guess, the article 'the' may be used if there was anything specific to it. The same way as "She listens to music" (This seems more natural, but its translation "वह संगीत सुनती है" is not common in Hindi) and "She listens to the songs of The Weeknd".