You likely have the Music (or other player App) open. You can see - and fully close Apps - using the iPadOS Task Switcher.
To expose the Task Switcher:
- All iPad models: Swipe up from the bottom of the screen, then pause in the center of the screen.
- On an iPad with a Home button: Double-click the Home button.
When active, the Task Switcher will show a thumbnail for each open App - many of which will be idle/sleeping - the most recently accessed being to the right of the screen. You can swipe right or left to scroll through your open Apps. To close an App, swipe the corresponding thumbnail off the top of the screen.
If you have difficulty identifying the single App that appears on your lock screen, just systemically close them all, one by one. No data will be lost.
The iPad User Guide is a rich source of frequently overlooked information about your iPad and iPadOS. The Guide is available both online using a web browser (such as Safari), or as an Apple Books download:
iPad User Guide - Apple Support
https://books.apple.com/book/id1567104892