No it's not.
Half of the folks I went to school with were into music like this. It was cooler to be into something that was "original" than to rock to the latest ghetto noise or Nirvana screech.
There were a lot of kids, usually 14 and up, into The Beetles, Pink Floyd, Zeppelin, The Dead, the list goes on and on.
While I completely disagree that it's a recipe for a beating, I do think it's important to let them form their own tastes. Give 'em gift certifications for CD's, or take 'em to the store yourself. But make sure you show 'em your collection too - let them like it on their own.
-Jeff