I think the musicians turning around on the stairs and leaving has sonething to do with the apparition in the 1983 book The Lady in Black. It was a play at the time and I think it still might be done regularly even now. That's my best guess.
My bad lol. The book and play and movies are The Woman in Black. The first movie was aired in December 1989, 8 months after this Columbo episode, but I believe the play had been a hit for years.
That's all.i enjoy these discussions you all do!