What I found out so far is that once the BGM it selects is over, the normal BGM that usually plays starts. Could be avoided by making the BGMs a lot longer but it will still reach the end eventually.
Currently have the NPC standing in Prontera, as soon as the Payon BGM I choose in the script ended, it started the Prontera theme even though it wasn't in the list.
Could probably work around that with some sort of loop script but haven't look at it yet