What you have done looks OK as long as they didn’t respect your beliefs and turned off what was forbidden. It goes without saying that you should say this in a very nice and gentle way but at the end, you must not sit with them or join them.

You could have stayed in the kitchen or in another room but you shouldn’t sit with them unless they turn it off completely or at least turn the sound off and you give your back to it.

What is the best approach for a person faced with the dilemma of visiting family and finding they are watching music videos? Although after my request to at least turn it down was ignored, I left the room and when asked why, reasonably told them I had no interest in staying in a place that angels were not present at.