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It would make more sense to me if the pros chose the music too as they are choreographing the routine and it gives them more artistic leeway rather than having to do a choreographed routine to the particular version of the song chosen, especially as many are adapted to shorten them and I guess cut out certain bits.
Some of the songs really don't go to well with the in house band and singers though, shame they can't use the original versions of songs for some of them, sure they could be edited somehow to adapt them to be shorter and fit the routines better. Some of the ones, last week especially, really just didn't go.
I suppose it prevents issues cropping up though of say more than one celebrity wanting to use the same song, especially in themed weeks I suppose like Hallowe'en. I wouldn't have thought it would happen that often though.