Om Sai Ram,
Sai Baba lived in Shirdi in Maharashtra, and the language he used most of the time with Shirdi was Marathi. Devotional Songs Baba sung and listened to were in Marathi. Aartis in Shirdi are sung in this same language.
And it really is pleasant to listen to this Sai Baba bhajan or song in Marathi.
Enjoy:)