O Xvfb é exatamente o que eu estava procurando: link
Excerp da wikipedia:
Xvfb or X virtual framebuffer is a display server implementing the X11 display server protocol... From the point of view of the client, it acts exactly like any other X display server, serving requests and sending events and errors as appropriate. However, no output is shown. This virtual server does not require the computer it is running on to even have a screen or any input device.
Esse conjunto de comandos corrigiu meu problema:
Xvfb :1 &
export DISPLAY=:1
então meu comando funciona:
$ lmms -v
Linux MultiMedia Studio 0.4.14-rc1
Copyright (c) 2004-2008 LMMS developers.
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public
License as published by the Free Software Foundation; either
version 2 of the License, or (at your option) any later version.
Try "lmms --help" for more information.