Ever since NMM has a huge update, I couldn't perform this function anymore. I installed Immersive Music and midst the installment, a pop-up would show what kind of music you want to have played at what locations. After that it was installed. I deactivated the mod and reactivated again hoping that the pop-up would appear but it didn't because I guess it has "saved" my preferences. What do I have to do to have the pop-up appear again?

Click the tools icon and select "reset UI"

OR

just uninstall NMM and install it again. (It won't effect your mods at all.)