Not necessarily - a lot of musicians listen to stuff which is not obviously similar. Examples I've seen: Billy Gibbons -> Depeche Mode, Robert Plant -> Patty Griffin, Bono -> Frank Sinatra, Lars Ulrich -> Lou Reed -> Laurie Anderson, Frank Zappa -> L Shankar -> Stefan Grappelli.

But yes, if you really want unexpected paths, you have to just keep your ear to the ground. The way I discovered I liked Goa music was that I randomly clicked on it while surfing Shoutcast 15 years ago.

EDIT: (of course the disadvantage is that you have to sort through a lot of chaff)