For me it's rather simple. I can listen and enjoy VGM without the game context, but I never come to a final assessment of how I feel about the music without having heard it in-game. It's just the nature of soundtracks. They're designed to go hand and hand with the context and that's how they should be experienced. As such, I don't think it's closed-minded at all for some people to prefer listening to music they've already heard in context. I know I do.
As far as independent stuff goes, I've sampled some of it, but my preference will always be for soundtracks first and foremost. I just feel like the combination of context and music can sometimes touch upon something
greater. I'm not talking about nostalgia either.
I disagree with anyone who thinks that VGM could be better off without the context though. I've had some arguments in the past about it and I haven't changed my position. Even if the game totally sucks, there's something to be said for having a more intimate understanding of where the music is coming from and what the composer is trying to achieve. Otherwise you find yourself coming to a final judgment on something without having all the pieces. This isn't to say that I don't enjoy some soundtracks to which I haven't played the game (I absolutely have and do; there's a certain general love for VGM that extends towards music from games I haven't played), but the measurement of success for a soundtrack is in how well it works with the context rather than by how the music stands alone, so I never push my opinion on a soundtrack to a game I haven't played beyond a certain point. I think the best solution is to have two seperate evaluations of the music. Like this site:
http://www.filmtracks.com/ One rating for how the music works in context and another for how it works in album form.
Jam it back in, in the dark.