I've got this figured out.
On OSX, the "RCD" (remote control daemon) is responsible for the naughtiness. It has hard-coded list of actions to do when it detects certain "events" - one of them being connecting to a bluetooth headset.
To disable this behaviour (minimal loss of functionality, possibly your apple remote won't work), use the following two commands:
launchctl stop com.apple.rcd
launchctl unload -w /System/Library/LaunchAgents/com.apple.rcd.plist
This should stop rcd from being launched by OSX. No rcd - no auto-magic multimedia. Your volume keys should continue working, but things like play key (or bluetooth) auto-starting iTunes should stop. With
-w option the change should be persistent.
PS: The following is the nuclear option. In Terminal, enter:
sudo chmod 000 /System/Library/CoreServices/rcd.app/Contents/MacOS/rcd
sudo pkill -9 rcd
To stop rcd from even being started by any app. To restore your rcd, use:
sudo chmod 755 /System/Library/CoreServices/rcd.app/Contents/MacOS/rcd
launchctl start com.apple.rcd