I don't know if this depends on the music player (I'm using mort player music) or standby screen (I have widgetlocker app as lockscreen), I don't see any options in these apps to change this. In Android 2.3.4 (rooted) I have set turn off Display after 30 sec.
When I jump to next/forward song via remote control button of my headset, every time the display turns on for 30 sec. For the volume buttons the same.
Is there a way to stop this behaviour and save battery power. E.g. only turn on screen when pushing HOME or POWER button when in standby? Any apps like tasker able to manage this?