I see your point, and I do think that even well-composed "jingles" would feel pretty out of place. I was thinking more of 15-30 seconds of intro/outro music, with snippets of it played between segments. I don't know if you'd count that as a jingle or not.
Unless you dispense with structure and just let it be a rambly conversation (which might be fine, that's what makes a great Teh thread after all), then you'd need to either find an organic way to segue from one topic to another or use the jarring "okay enough about games, lets talk about music" kind of line. The fade-out thing might work but it could be a bit strange, especially if you're trying to hear what's being said as it fades.