Don't make it a battle, is my point? Give them something they can control, if that helps. But, if they can't take a "no" then that is a problem. And not one to be fixed by just avoiding it.
Don't get me wrong, I'm all for avoiding unnecessary conflict. And a lot of conflict avoidance with kids is to not let them turn it into a conflict. You said no, you didn't start a fight.
Call it a battle, call it just saying no. Either way, it's a jerk blasting music in a place they shouldn't. Disturbing peace and quiet, and forcing parents deal with yet another thing when they just want to take their kids to the park.
My kids are 2,3, and 4. No works just fine for now, and we are laying the foundations for budgeting.