I think it has to do with car driving and the radio:

Metal fans just have to use CDs/Mp3s to get the music they want, this way they also miss the advertisement which tortures everybody.

Also, depending on the band, the lyrics tend to go a bit deeper than most 'radio - music'. Because it's (especially the 'extremer' versions) so disregarded by the mainstream as a genre: these people are by music choice excluded from most mainstream bullshit. Much like a Buddhist monk.

I think if they were... they wouldn't need to listen

There is no need, being a fan doesn't mean being a addict. It's about appreciating this master piece: https://www.youtube.com/watch?v=FoASUZjk-z4 , which is all about embracing the shadow as Jung said.