So for licensing reasons, this port doesn't have the lyrics for the intro ("You can do anything") and the ending ( "Cosmic Eternity" ). To fix this, do the following steps:

1.- Go to your Sonic CD folder on the Steam folder (...Steam\SteamApps\common\Sonic CD).
2.- DO A BACKUP of the "videos" folder (The one on the Sonic CD folder) Just in case.
3.- Place the 3 videos of this .zip (Bad_Ending.ogv, Good_Ending.ogv and Opening.ogv) on the "videos" folder.
4.- You will be asked if you want to Replace them/Overwrite files, say yes, obviously.
5.- Enjoy!

https://www.dropbox.com/s/huo11wuvldl02lq/Sonic%20CD%20JP%20Music%20FIX%20V1.1.zip?dl=0

Huge thanks to XradicalD for providing these files over 10 years ago