I came out of lurking for this! I'm a Ph.D. candidate in musicology and ethnomusicology at the University of Kentucky, and besides wrestling with the decision to convert or not, the role of "classical" music in day-to-day and ecclesiastical life is at the forefront of my attention these days. I'm actually writing my dissertation on Metropolitan Hilarion and his conservatory teacher Vladimir Martynov. I also teach music appreciation so I'll speak out of that experience, too.
I put "classical" in quotation marks because it properly only refers to the music of about 1750-1800, particularly that of Mozart, F.J. Haydn, and their contemporaries in a certain segment of Europe. I'll speak out of western musical history: since about 1808 (the premiere of Beethoven's Fifth), the role of classical music in society began to compete for airtime with the role of religion in society, particularly in light (pun intended) of the Enlightenment and a certain Friederich Schleiermacher, whose aesthetic interpretation of Christianity became the de rigeur approach to Christian theology in the "cultivated West," e.g. cultural centers such as Paris, Vienna, Berlin, etc. So, in the 19th century, composers began to be regarded as priests and seers with a certain closeness to the divine. Where the stymied religion of protestant liberalism was unable to speak to the hearts and spiritual situations of the public, they turned to the artist as their new prophet, and performances took the place of liturgy or Mass or what have you.
And yet, some of the West's most prominent composers, particularly in the 20th century, have been persons of tremendous Christian devotion: Messiaen, Stravinsky, Poulenc, Bruckner, Brahms all come to mind. So for some time in the West there's been a bizarre dichotomy between music as faith over against music through faith. I won't comment on the Westernized aesthetics of Russia in the late 19th century since that's a field I'm not as comfortable with.
Frequently in evangelical schools in the USA, there's a ban on any kind of popular music, favoring classical music and "traditional hymns" (by which I mean four-square hymns from the 19th century American South) as the only permissible listening material. What many such administrators fail to recognize is that there exists a large amount of classical music that is incredibly dark and sensual, and honestly some of the pop and rock out there looks childish next to the intensity of works like Berg's Lulu or Richard Strauss' Salome. Now, I am clearly not in favor of pitching these works because they contain "objectionable content;" rather, we as discerning listeners must engage them as cultural documents that encapsulate particular ideologies of particular times. If you're going to listen to edgy music, don't waste your time with Lady Gaga and her ilk; listen to something like the Symphony of Psalms or the Litanies a la Vierge Noire and be genuinely challenged!