Is it wrong to say "Music Concert"?

Concert means "a performance of music" given by musicians or singers. So it's not true to use music concert.

But it's fine to say "Rock Music Concert", because you're talking about the type of music, not the concert.

The Corpus of Contemporary American English has 60 cites for music concert, so it's not "wrong" per se. It can be a pleonasm, but not necessarily so. Many cites in the Corpus are of the form "baroque music concert", "country music concert", etc. Saying "baroque concert" or "country concert" would not be quite the same, as it could introduce ambiguity.

I'd say not as many different things can be 'in concert' or acting together. An astrologist may speak of 'a concert of planets' or a physicist 'a concert of forces.' 'Music concert' specifies a concert of sound and instruments. Although nowadays it does seem that the primary definition of 'concert' is 'music concert.' Though what would perhaps be most correct is 'a concert of music'?