Now, I don't know if it is different here in the UK-but I have been told by the elders, metal and the like IS advised against, but it is how it personally affects YOU that it the issue. If it makes you happy, and is not blatantly evil, like black metal, there is no issue-however, if it plays on your mind a lot and makes you depressed, then it is bad.
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I also vape-I do not use nicotine anymore, and the Elders and other witnesses think they are great, and see no issue with that either-
This is a part of their 'love-bombing'. Once you are baptized, and pledge to obey the Governing Body, they will have a tighter leash on you. Sure, you can listen to 'unapproved music', you can vape - these are what they call 'conscience matters'. BUT, if they disapprove (and something tells me they may), you will be considered bad association and well, let the shunning begin!