Researched "properly" here.

Paraphrased here:
The research examined 20 students, 10 of which admitted to experiencing the aforementioned feelings in relation to music and 10 that didn't and took brain scans of all of them all.
Hm. Not a big sample.
He discovered that those that had managed to make the emotional and physical attachment to music actually have different brain structures than those that don't.
Uh huh.
The research showed that they tended to have a denser volume of fibres that connect their auditory cortex and areas that process emotions, meaning the two can communicate better.

This made me feel special. For about two minutes. And then the warm fuzzy feeling was subsumed into my usual angry and misanthropic attitude.

And also here which is less convincing.

Especially as it cites Susan Boyle on Britain's Got Talent and "The first 53 seconds of Air Supply’s Making Love Out of Nothing At All" as examples of things which give people goosebumps.

The author makes the barftastic claim in the comments box:
"It’s funny, John, because how often any individual is able to experience frisson is a function of how highly they rate on the personality facet “Openness to Experience.” For example, I rate in the 99th percentile for Openness and, as a result, I am able to experience frisson 8-15 times or so during any 4-5 minute listening session. In fact, I’m able to mentally trigger frisson by simply thinking about beautiful things (which is a phenomenon documented by Grewe et al., 2010), which is what spurred me on to conduct this research in the first place. Truly fascinating how different we all are!"
Me, I rank in the 0.001th percentile for Openness. I'm a closed book. Character armour of a rhinoceros.