Been doing some testing...!
I believe this is related to auto start/stop.
I turned off auto SS, turned off the radio, parked, turned off the engine the old fashioned way then restarted - the radio stayed off.
With auto SS on I turn the radio off pull up, stop with the foot brake, auto SS kicks in engine goes off, about 5 seconds later the radio comes on again but goes off once I open the door to exit. When I restart the engine the radio comes on automatically.
No idea if this is a fault or a feature but I'm sure that's the answer as I can replicate it 10 times out of 10 - can anyone else test and confirm?