I had that same issue when I connect my Bluetooth for music but fail to open Spotify. I went into my phone and simply deleted it and replaced it with a 3sec MP3 of white noise.
I believe it's located here: Local Storage > Device Storage > Ringtones
You can use the app "My Files" to get there.
I believe you can also plug the phone up to your computer and navigate through the folders that way as well.
Also, you can get a Profile Changing app such as Lama, so that when it connects to a certain Bluetooth device, it will activate a specific app, further stopping it from opening the Samsung Music app by default.