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In the painting depicted here, we can see the way the man's hat tips, thus covering his face. This shows he has found a solution to his problems and he does not want to be bothered while playing. The man is also hiding his face because he knows that playing the saxophone will not get everyone to the Übermensch.
I can relate to this piece due to the fact that this is true for me. If I have problems, playing my saxophone can help ease my mind off the current situation. It would just be me and my saxophone, nothing between us, but the sweet music I make. We as humans can all reach Übermensch by doing what we love.