Thank you, entangledbank.Interesting question. I'm not sure. 'Play with the music box' sounds like they're throwing it around like a ball, or pretending it's a tiger - children play with things like that. The other possibility: they play the music box? That doesn't sound right. They play the music. In fact, the music box plays the music. What do the children do to get the music box to play music? I think I would have to say: they make the music box play.
We don't often have to think about the specific grammar of music boxes.