Well, Forsaken are able of feeling enjoyment from things, but for the most part I don’t think sensory stimuli are among them, as their senses are stated to be very dulled. This can lead to two ways of thinking:
Some Forsaken might like overstimulation because their baseline for physical sensation is higher than mortals, and in that sense they might like very loud and busy environments. Brill’s old (and unique) tavern music might be a hint:
https://www.youtube.com/watch?v=H5rZEpb3nwY
But I do personally feel like most Forsaken simply disregard these forms of stimulation because their bar for feeling engaged by them is physically higher, plus it is a point of Forsaken identity at least in part to be something different than the living. Music, food and vanity are for the living.
We see many questgivers make honestly psychotic requests. Playing Classic now, Hillsbrad has a Deathguard essentially ask you to bring him 30 skulls because he’s bored of standing guard, and he’s quite excited by the sight of them when you bring them, so it seems like these extreme, frankly sociopathic experiences bring them at least some enjoyment, perhaps because it does tickle them in a way that daily life simply doesn’t. As a contrast, other Forsaken seem to not explore this and simply remain melancholic and dissociated, mostly feeling empty.
I would find it cute if many Forsaken were into body modification since they swap parts around when their own become defective. I’m sure it wouldn’t be too outlandish to think that some Forsaken see modifying their bodies as some people like to modify their cars (or perhaps their bodies, but I’d side with some Forsaken pragmatism or seeing this as a hobby more than a means of expression a lot of the time).
Many Forsaken also take great joy in experimenting and raw knowledge, they’re less of a “feeling” people and more of a “thinking” people (with their own twist, as they obviously do feel, but they have more of a cold or even predatory logic than many other races), but it’s often due to egotistical pursuits of proving their own superiority over others. This may even come with any sort of artistic expression by Forsaken being either terribly introspective and self-centered, or being absolutely vacuous because they don’t have many real emotional experiences that other living usually experience.
All in all it’s hard to say because Forsaken can be very unique, but I simply don’t think most of them are too concerned with most forms of entertainment we know, since their worldview is changed dramatically through Undeath. They seem to complain a lot about being bored, but many don’t do much to fix it, so I’m willing to say that they don’t cultivate much pop culture.
One of the few things they seem to celebrate as a community is the very act of identifying as Forsaken and all that entails (which are not usually very positive feelings), which is in itself a political distinction. I’d see them more as Grunge than Heavy Metal.