Yes, we should be concerned, especially as the outcomes other than differences have not been tested in that specific study. In other words, whether the prejudice was accurate or not and harmful ( to the goal of having a better orchestra) or not.

The irony is that there is strong prejudice that every prejudice and bias is harmful and in a major way. This actually remains to be seen.

To follow from your example, investors in many index funds do not have access to individuating information yet are making profits. Which means their perception of the market is at least somewhat accurate. But some investors who do have access to special information (and are not caught as doing insider trading) cash out much bigger. Often they do no better or worse too. You get too actually evaluate outcomes of each investment (or hiring) system.