I'm in a similar boat to a lot of people here, I like to make playlists for the story as a whole rather than certain characters, something to help me get into the headspace of writing this story.
Sometimes I can listen to the music while I write, but often times once it starts playing I start coming up with other situations and plots the music can be for, so I tend to listen to the playlists a bit before when I want to write, and then switch to a more instrumental playlist as I actually write. (Because lyrics distract me, and I tend to just start dancing and enjoying the music instead of working...)
So I guess, yes I do make playlists, and yes they can help, but I wouldn't go super out of my way to make one. Because playlists can be a helpful tool, but there are few things as daunting and frustrating as trying to find not one song, but a collection of songs, that fit one particular vibe from the millions of songs on Spotify.