I agree with others who say it isn't necessarily genre specific. I listen to a lot of stuff that tends to be less than stellar in recording quality, and trash according to many in musical material quality, but find it helps to have less compression. I listen to mostly industrial with a lot of electronics in it which easily get destroyed by MP3 compression. I find that a lot of synth-driven music has a lot of detail to the synth sounds themselves, it is not just a solid stream of single-tone noise, it is a band of frequencies that actually are more of a series of rapid pulses than just a monotone. MP3 compression usually destroys that, which I find annoying. Hearing the uncompressed version of songs compressed in MP3 will expose a lot of detail that you may not have known was there. My favorite example of this, and what I use as an encoder torture test, is Project Pitchfork "Precious New World." Encoded wrong, and the initial synth sounds will sound flat, boring. while uncompressed it has some bite. Dynamics compression in certain recordings has also helped ruined the enjoyment of the album since it loses the detail in many of the sounds as well as inducing fatigue since there is just too much loud information in the recording.
My experience with genres like classical and other acoustial genres is limited so I can't really say how compression of any kind hurts them. But I'm sure it is similar to any other music, mainly the loss of detail.