Is it fine with you if I tell you I told him to turn his music off when he opened the door?
Oh I don't know, it depends if you are joking or not. Why did he need to turn the music off?
Because I don't like hearing jazz playing in the house
When you live in a house with other people, you have to compromise. Sometimes you'll hear music you don't like, but other days, you may play music that someone else doesn't like.
To be honest, I just want him to turn the music off because he's my brother.
If he is your brother and you share a house then it goes both ways. Next time he can tell you to stop doing something that irritates him, too. Its not always one sided, so I hope you get that, because otherwise it is rude to do this to your sibling.