I was thinking about the kind of subliminal that helps your brain improve.
To get back to your topic, I could see subliminal messages working like a placebo. If you believe it will help you, and you buy into it totally, then maybe that sincere belief will translate into personal change.
Anticipation indeed can influence the results you're looking forward to. Maybe it's because the individual starts to attract the energy while expecting it from the music. So, they'd end up feeling better or performing better because they want to. I think it doesn't work for me because I have doubts about its effects.