Cobain did not document that he was listening to or intended to listen to this song when he died. (Suicide note)
The time of death estimate is broad: April 5, 1994. (Death certificate, Investigation summary: "Cobain had been dead for several days".) This prevents any attempt to determine what would have been playing on any radio or TV when he died.
The evidence log does not contain a CD or player. (Evidence log)