mUsiCaLiTy is a special quality only perceptible by those who are old and hard of hearing. Unfortunately because it is impervious to measurement and science, we will never know how or why it is inaudible to the rest of us. Life is full of mysteries. And that's why so is mankind.
I have a pretty good idea what most people mean when they use the term “musicality” when it comes to subwoofers in particular. “Unmusical” most likely means a subwoofer not very well integrated with the main speakers, which makes it reveal itself as an unattached and separate sound course. Or a subwoofer, that for one or another reason, sounds like it's only capable of playing “one note” bass without much articulation.
The integration problem seems to be hard to solve for many people, but that is most likely not a problem with the subwoofer itself, while the “one note” problem can be a quality issue with the subwoofer, but most likely a room mode problem.
I don't see what else “musicality” could mean than any of the above-mentioned things, so I don't think it’s that hard to understand what people mean by it. It's just that more often than not, the subwoofer shouldn't be blamed for not being “musical” enough.