I have a piano in one music room and a couple of violins, guitars, etc in another room usually. Area of impingement is too small, to begin with, for any significant energy transfer. You are also not playing sine sweeps through the frequency band and letting it dwell on some resonant frequency associated with some instrument.
One would have a lot more to worry about with the room walls themselves, including ceiling and floor. All rooms fabricated with conventional construction produce significant noise commensurate with overall spl level, lower octave energy, room modes & other. Special construction can mitigate that, not expensive to do and makes a big difference to attainable resolution.