Of course, the Fourier transform is an extremely elegant mathematical method of overwhelming simplicity, and this straight away puts sine waves (or complex exponentials) on a high pedestal.
But what if, instead, we started with solving the wave equation for a plucked string, which through d'Alembert's solution gives a nondifferentiable wave (inherently a more complicated object), and based music theory (and harmonics, etc) on that?
We could just as well pick some other basis of $L^2(\mathbb{R})$ instead of $\sin(nx)$, $\cos(nx)$, such as the above waves describing the motion of a plucked string at various frequencies. What effect would this have on the mathematics of harmony and resonance in music, if any? And what about completely different bases all together; does the standard $\sin(nx)$, $\cos(nx)$ basis have any musical importance, rather than just mathematical simplicity? Is the name "pure tone" really deserved? Could a spectrogram based on a decomposition into motions of plucked strings provide a different angle than just a Fourier transform decomposition?
Edit: A similar question arises when considering the vibrational modes of a circular membrane, see e.g. this Wikipedia article. This allows decomposition of any motion as a superposition of particular Bessel functions, which are no doubt chosen for mathematical simplicity.
Best Answer
It sounds like you really want to read Benson's Music: a Mathematical Offering (freely available at the link). I'm not completely sure what you're asking, but if it's anything like "why is it natural to think about music in terms of sine waves," this question is addressed right in the introduction: