I'm having this same problem too. I noticed it first when the normal default music started playing after a race, which was odd because I had been using my custom soundtrack for both racing and menu BGM for a few weeks now.
The racing BGM is still my custom soundtrack, but everytime I load up the game, the menu BGM is always reverted to the default music, and I have to choose my menu track, before I can even select the "Use personal music" option for the MENU.
And even when I DO choose the track every time I load up GT5, it goes back to the default after a race or two.
Remember, I'm doing this EVERY TIME I load up the game, it's kinda weird. My brother's GT5 file plays his music just fine, in menu, and racing, but a couple of my friends on PSN and I have the same issue with just the MENU music.