Why did God give us the talents we have? Ultimately, they're for His glory. Often times, those same talents will benefit us as well, but they're first and foremost about Him. Let's say you're a carpenter. You have talent and skill that allows you to build a beautiful building. That building doesn't have to be a church to bring God glory. It would be great to use your abilities to build a place of worship, but whatever you build can glorify God if you do it in the right way. Wouldn't you agree? But, what if someone asked you to build a Mosque? Or a strip club? Or an abortion clinic? Would you still be glorifying God by using your talent to build those things? I don't think so.
What about the musician? On the one hand he has an opportunity to use his gift at a church that is bringing people every week into the marvelous light of God's love and grace and forgiveness. God is actually using His talent to help accomplish this! On the other hand there are bars and nightclubs where people go and drink alcohol until they get stupid and wreck their lives and destroy their families. Why would anyone choose to leave a setting where God is using his talent to bring people to Christ in order to take that talent and use it to entertain the drunkards destroying their lives. I will never understand this until my dying day!
The Bible tells us we are to come out from among them and be separate and touch not the unclean thing and He will be our God and we will be His people (2 Corinthians 6:17). I know that doesn't mean we drop out of every aspect of life on earth and live in a commune somewhere. However, there's got to be a place that this commandment fits into our every day lives: Perhaps like in building mosques and playing nightclubs.