I agree with Pam, the Music instrument challenge is much more a poor choice of words in the descritption than an actual bug. I've never done it myself, but as far as I know, once the Sim fulfills its 10th Music skill opportunity, the challenge is done, always.
This is different from the Nectar Making challenge where the Sim has to harvest x (400?) amount of grapes. When this Sim travels, the grape counter gets reset. This is a bug for me, and still unresolved by now. Although of course, we won't suffer it here since no vacation is allowed.