I run hot and cold on exercising to music. Indoors on the machines, I like it. Outdoors, it tends to spoil the esthetics for me. And it can be a safety issue, of course.
If your friend just doesn't like wearing hearing aids, there's not much you can do about that unless maybe it's a matter of finding a pair that don't bother her. There are lots of options these days including aids that fit all the way down in the ear canal where they don't compete for space with hats, glasses, etc.
If she's okay wearing aids but wants the music option then maybe she needs to upgrade to a pair that will stream. Another option would be a set of bone conduction headphones. They don't actually go in the ears so you can wear them at the same time as hearing aids without any problems.