Listening to music on any modern playback device from an MP3 player to a computer to a high end audiophile stereo (SACD or HD based) will require D/A to get the signal to the speakers and to your ears.
An A/D, D/A conversion will also most likely happen at one of the following points, unless explicitly avoided.
As soon as a DAW/Computer/HD is somewhere in this signal chain you will have a conversion of some sort.
It not impossible these days to have an entirely analog signal flow to your ears from the studio, but it is very rare, and quite expensive to achieve. It’s certainly not the lingua franca of day to day commercial music production or consumer playback.
The presence of a digital to analog converter depends, of course, on the studio set-up and the presence of outboard gear, such as hardware compressors, equalisers, EFX units and tape machines, but in most commercial studios these days tape machines have been replaced by HD recorders and/or computers running a DAW.
Sending any recorded audio signal to outboard gear from your DAW/Computer/HD will require digital to analog conversion – to get an analog signal to the outboard gear (and therefore through a D/A Converter) – and then to come back into your DAW/Computer/HD via A/D conversion.
Even if you have an entirely analog desk, the probability of an outboard EFX unit being digital is very high, and there sits another A/D, D/A converter.
It’s a general rule of thumb that once your audio is “inside the box” (ITB) staying there as much as possible is best practice, similar to the analog recording principle of the shortest path.
The shortest path is essentially identifying the signal flow of the recording to tape that involves the shortest physical route from the mic, through the console, to the tape machine (typically at the insert/return stage just after the mic pre-amp) and thus avoiding any unnecessary and unwanted analog domain “coloring” and quantifiable signal degradation.
A similar principle is considered in digital production in that minimising AD/DA and DA/AD conversions will, in theory, maximise audio integrity and quality.
In high end studios, this is largely moot, Class A analog circuitry coupled with precise word clocking and accurate syncing technologies, plus ever improving DAW Systems, already minimise severe data loss, never-the-less, the fewer times you do convert the better – especially with budget to mid-range audio interfaces which are great for capturing audio once (A/D) and outputting it once (D/A to monitors for example), but multiple I/O via average DA/AD converters to average outboard gear will take its toll on your audio at some point. This is not necessarily a bad thing, the project may require it, but it is something to consider, especially at a higher level of production for film and broadcast material.
Conversion to digital is inherent in modern audio production and consumption.