Would it be correct to take a new remote control for an audio player from my younger brother and not return it, due to the strong presumption that its owner would use it to play music?

What you did is not correct. It is not permissible to transgress against people's property and take it without a rightful claim. The property of a Muslim is not permissible [to take] except with their permission. Overwhelming suspicion that the owner of the device will use it for unlawful musical instruments does not justify [taking it]; for this device is not exclusively used for listening to music. Therefore, this device is a luqata (found property) that must be announced and returned to its owner.