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While many theories have been posited, they still do not fully answer the question of why humans began making music. Adding to the effort to solve this mystery, we propose the socio-affective fiction (SAF) hypothesis. Humans have a unique biological need for emotion regulation strengthening. Simulated emotional situations, like dreams, can help address that need. Immersion is key for such simulations to successfully exercise people's emotions. Therefore, we propose that music evolved as a signal for SAF to increase the immersive potential of storytelling and thereby better exercise people's emotions. 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