I've been thinking about this for a couple of weeks.
For me, any musical philosophy is part of a wider philosophy; indeed, of a life philosophy.
Classical music is an intellectual interest; it requires knowledge and understanding for full appreciation (as both posters here have already said), but it is also an emotional experience in keeping with many of the other arts.
There's a phrase about 'no pain, no gain', suggesting that for anything to be of benefit it needs to hurt a little. Music isn't like that, but it can require effort to claim the full benefit again, like other arts.
I'm not a cultural snob; I can enjoy a track by Queen or Jamiroquai and take pleasure in a novel by Agatha Christie or even (and this is a serious confession) the occasional item of fast food.
But the very best things in life require a little more effort although that does not have to mean hard work. How difficult, for instance, is a Johann Strauss waltz? Much food does not need hours spent sweating over a hot stove, but does require the knowledge and experience to say that simple is best, that seasonal is good, that the quality of the ingredients is paramount and to then know how to make that work for you. It is a process of education (this is not about formal education) and development.
The same with literature; a Hercule Poirot story may be fun, but for something that gives offers a real intellectual challenge and the subsequent satisfaction, then a work by Thomas Mann or Émile Zola will provide an enjoyment that is of an entirely different order and far more lasting.
Classical music requires attention, concentration, experience and knowledge. But for anyone who wants to live a sensual life, then these things are worth developing as being key to that aim. Sensuality is not naïve or ignorant it demands knowledge; it needs the intellect in order to thrive.
For me, then, classical music is part of a sensual and intellectual life; a huge pleasure to be granted the attention that ensures it remains a huge pleasure.