(Many) Audio amplifiers operate the output stage in their linear region.
Modern power MOSFETs are not designed to operate in the linear region. Many of them (HEXFETS) are composed of a grid of hundreds of thousands of smaller FET elements to increase power density and switching speed. Other switching-optimized MOSFET families have similar constructions, with large die areas and/or arrays of smaller elements.
For MOSFETs, the threshold voltage has a negative temperature coefficient. As a particular area of the die / FET element gets hotter, it's threshold voltage decreases and since the MOSFET is operating in it's linear region, that area conducts a larger portion of the current, so it gets even hotter. Before long, the localized heating on a tiny fraction of the die has resulted in a short circuit, often called "Second Breakdown".
A relatively new type of amplifier, the "Class D" amplifier, works by switching the output stage transistors on and off rapidly, at a frequency much higher than the speaker is expected to reproduce. A low-pass filter filters out the high-frequency noise, and amplification is achieved through varying the duty cycle.
MOSFETs are extremely common in such designs, as class D amplifiers either have the output stage elements fully on or fully off. As power MOSFETs are optimized for that, that's what they are used for.