Could it be:
- that people have an emergency CD handy in case the radio is glutted with awful music (Wham, Duran Duran, Tragically Suck, etc.)?
- that people carry around their backup disk at all times in case their hard drive crashes or is stolen?
- that they hope to blind potential pursuers with multicolored reflections?
- that they hope to hypnotize passengers while the CD sways back and forth?
- that they can yank it off the thread and throw it at a zombie?