How can I delete a Keynote music file that isn't visible?

Does your presentation have a soundtrack?

Soundtracks are different from per-slide audio tracks. They're more commonly used for background music, or voiceovers during automated playback.

Check the Inspector -> Document -> Audio to see if there's a soundtrack set:

You can try clicking through each slide one by one and then selecting Document > Audio on the right side to see if the music is there.