I sometimes dance really bad to the music, to the point that it's awkward and they turn it down or off to make me stop.

I haven't seen someone play a game with sound in public, but maybe I would start talking to them and act overly interested in the game that they are playing. I.E: asking how to play; giving advice; or rooting them on. Hopefully they'll get annoyed enough to want to stop being the main character.