While recent Multimodal Large Language Models exhibit impressive capabilities for general multimodal tasks, specialized domains like music necessitate tailored approaches. Music Audio-Visual Question Answering (Music AVQA) particularly underscores this, presenting unique challenges with its continuous, densely layered audio-visual content, intricate temporal dynamics, and the critical need for domain-specific knowledge. Through a systematic analysis of Music AVQA datasets and methods, this paper identifies that specialized input processing, architectures incorporating dedicated spatial-temporal designs, and music-specific modeling strategies are critical for success in this domain. Our study provides valuable insights for researchers by highlighting effective design patterns empirically linked to strong performance, proposing concrete future directions for incorporating musical priors, and aiming to establish a robust foundation for advancing multimodal musical understanding. We aim to encourage further research in this area and provide a GitHub repository of relevant works: https://github.com/WenhaoYou1/Survey4MusicAVQA.