I'm not a scientist by a long shot, but my understanding is that sound if indeed a wave, carried by a medium (air, water, etc). Upon hitting your eardrum, this wave is converted by your eardrum and your auditory nerve into signals your brain decodes. The remainder of the wave continues though, until it runs out of medium, hits an obstacle (basically another medium) or dissipates. Again, just my layman's understanding!
It keeps traveling. If you splash some water, where does the wave go? Same question - it terms into something you can no longer see or hear... It never goes away. It becomes part of the world, forever
Music is what you hear - but it was only ever sound waves
Oh, dear child, it goes to the same place where you will go when you inevitably die one day: into complete non-existence, save for an echo in others' minds, and after a while not even that.
It stays in our brain and we subconsciously put it into new music years later, thereby keeping the industry’s corporate lawyers in cocaine for future decades to come.
After you listen to a song, the secret police from the RIAA come and lock it up in a small, dank cell given minimal sustenance, until the next time they can send it to some seedy hotel, suburban home, or automobile, to turn a trick and make them some more money, like some sort of whoo-re for the ears.
Let's assume the kid knows it's a recording. It's still a valid question.
Like where is the recording coming from when the kid asks Alexa to play a song?
I never thought about it, as I don't have kids, but must be a bit harder explaining a global IT-infrastructure than it was for my grandpa to explaining how a VHS works. On a generalised level, that is.
Sound is just the vibrations of the air, so as music fades, the air calms. Echoes, reverberance, they are just a result of sound "dampening", and as each sound wave hits a surface that it reflects from the sound waves are also dampened.
So is the question where does music go? Or is it really, "where does silence come from?"
Where do broken hearts go?
Can they find their way home
Back to the open arms
Of a love that's waiting there?
And if somebody loves you
Won't they always love you?"
Really reminded me of this - the incorrect, useless, but poetic answer could be that it's just like with love. Into the open arms of the music thats waiting there.