Riding the gravy train is
the name of the game. (not to be confused with The Game)
In this context, the game being the life lived by the people in the "industry" with their soulless addiction to pointless materialistic advantages such as money and fame.
So basically if you're "
riding the gravy train" you have sold your true self out to the
music industry/any other type of corrupt medium for said perks.
Example:
Roger Waters in a critical song "
Have a cigar" by Pink Floyd :
Come in here dear boy
have a cigar you're gonna go far,
You're gonna fly high, you're never gonna die,
You're gonna make it if you try, they're gonna love you.
Well I've always had a deep respect and I mean that most sincerely,
The band is just fantastic that is really what I think,
Oh by the way, which one's Pink?
And did we tell you the name of the game, boy?
We call it "Riding the gravy train".