Agree. One of our kids is a musician. He regularly practiced after dinner. We never thought twice about it. But the neighbor on one side asked if we could at least have all the windows closed, or have the kid stop at 9 in the evening…because it was keeping them awake.
Of course we closed the windows and the kid stopped playing before 9.
Funny…when this happened, the neighbor on the other side asked if everything was OK. They missed hearing the music.
It’s very possible your neighbors did get a new system, and have no idea how it transmits to others.
I would be kind and direct.