I can understand your aversion to involuntarily switched-on music very well.
With soundproofing, the first question is: what bothers you the most?
Mass helps against low frequencies. Since these frequencies spread spherically, a heavy wall offers some protection – but the sound also goes over it. Look at sound barriers on highways – what they can do and what they cannot. The effect against bass in the neighbor's garden is minimal.
At higher frequencies, the propagation is more directional. Here you can either absorb (dampen) the energy or scatter it. A dense hedge suffices for that.
From how I read your attitude here, I consider a combination of measures (I wouldn't try bass since an effective wall would have to be too high) and conversation/agreement to be productive. Turning the bass down a bit and turning off the loudness is cheaper and more effective than a wall.
In case of emergency, investing in good noise-cancelling headphones is definitely worthwhile. You may not communicate with the others anymore that way, but you will certainly better control the program.
I had the same challenge in our previous townhouse development. I was annoyed when the neighbors let their boombox blare on the terrace without being there themselves. That was a habit, no ill intention, and could be minimized easily after a chat over the fence. Good luck, Max