I decided to take a look on this one and oh boy, does the proper *NS archive extraction for this game is quite hard. First of all, all of the *NS archives lacks TOC (Table of contents, which contains the offset address points of certain files inside the archive as well the sizes and if you're lucky, filenames) which means, it was hardcoded in the game's executable (SLUS_207.61), or so I thought.
After thorough checking the game's executable by using ps2dis disassembler tool, turns out it only contains the TOC for the CNS and DNS files (These two files contains videos for the cutscenes, intros, KOEI logos, etc.) while the TOC for ANS and BNS file cannot be found (Either they're using another method or something IDK, reading compiled MIPS codes without debug symbols is painful).
So, as a workaround you can try use
VGMToolbox by scanning for a certain values inside the LINKDATA.ANS files directly (This is the one you want since all the audio stuff goes here, that includes the game's BGM). Here's settings you need to extracting the BGM files (Don't forget to copy that file off your disc to somewhere else first, by default it will extracts to the same directory):

Then, after you've done with the extraction, it's time to install
foobar2000 and
vgmstream plugin (or in foobar2000 terms: component) to play those extracted MIC files (install foobar first and then the plugin). After you've done, just drag the MIC files to foobar and play it.
*Note: First 8 tracks has two stereo tracks appended as surround audio. The game would switch these tracks depending on your situations during gameplay. I might need to create the necessary TXTP files to handle this (
More info about vgmstream's TXTP).