Also noted, it plays the battle music from Dead Souls. Not only is this an obvious reference to Thriller, but it's also a pun: Majima hustled Kiryu into thinking a Zombie Apocalypse happened.
The funniest part though is that once Kiryu starts processing that it's a setup, the next shot is Majima "doing the hustle", AKA Mr. Turns out Goro hired a film crew just to mess with Kiryu.
only to have his fall broken by a support structure, causing Akimoto to wonder why the world won't let him die.
Normally, Kiryu and Haruka would talk him out of it, but if Kiryu tells Akimoto to jump, he'll actually do it.