I was surprised to see this rule, and actually see it is more reasonable than I thought. Loud music is always a problem, in public settings. However private security has much more ability to deal with this than public police, so it really is apples and oranges. A few years ago, I was on vacation in Aruba. I had a small speaker with me, but mostly left it in the room. One day at the beach, I was next to a family that had one, and they were playing music I liked. I said to my wife, I hadn't even thought to bring it to the beach, but I was glad the other family did. So often the complaint in a matter like this is because of musical taste more than volume. However, unlike in most communities, the cruise line had an outright ban whereas the police need a member of the public to complain about a breach of peace. Also the pool areas and other common areas are full of crew members who could notify security of a rule violation.
As for security incompetence, this is probably due to two factors. First security is often a low paid job and employers fight against more training. Second rules of engagement are mostly written by lawyers and insurance agents who have no clue about security. Years ago, I had a friend who worked in security, his company had a rule that you were never to put your hands on anyone else. Most of you are thinking, how would he stop a bad guy without touching, and you would be right, but he was fired not for making an apprehension but for doing CPR, because he used his hands. I don't know if this is the case o the ships, but I can see this being a reason for why more rules are not enforced rigidly.