It's probably any apps that can use audio and the headset. Should be able to tell it to use a particular app only, from the notification. Besides Google Music you installed, there's the stock Samsung music player, as well as the stock video player. Things like ES File Manager has it's own media player as well, which might come up in the notification, also things like the YouTube app, and other streaming media players. If you look under Settings > Sound, you might actually find an option for it. On my phone when
"Launch Music App. Launch the default music app when headset is connected." is checked, plug the headset in and a list of appropriate apps comes up. "Complete action using.", and can do
"Always" or
"Just once".
Think it's an EU or US requirement, or manufacturers trying to avoid law-suits, because of people possibly deafening themselves. Like "Warning: this drink maybe hot!" that some fast food restaurants have in bold letters on every cup. It's a system feature for any media player that uses the hardwired headset. BT doesn't do it, maybe because with wireless they think you're more likely to be using speakers than headphones.
Can disable it, but have to be rooted and have Xposed installed.
Disable Android's "High Volume Warning" with an Xposed Tweak