Sorry of this has been covered but I couldn't find it in a search.
When I have my radio tuned to XM, each time I get into the car the radio starts playing even if I had switched it off before I parked.
Is that normal, and is there a setting for this buried somewhere?

 

+1 Same here. It also randomly turns on! I put it down to LR "features"....

I hate radio/tape/cd/sound in the car, only during really long no traffic country driving. Even then it's a stretch.

 

One way to avoid this is to select your phone from the media source. If you have music, it will start to play. Just pause it on the player. And next time you start the vehicle, you will not hear anything.

 

When using my phone for my audio source (almost always), one of the software updates (I think 3.3.2) REALLY made things annoying. I can shut down, get out, close the door, and if I don't lock the doors the music will start playing again. It's SUPER annoying when I maybe want to run into the house before coming back out to unload things. This overly "sticky" bluetooth is something I wish I could disable.

 

+1
I posted about this around January 2023 and unfortunately none of the software updates have addressed this issue, including 4.0.0.
One would think it would "remember" if you turn off the radio before turning off the vehicle, that it would not mysteriously turn itself back on the next time you start the vehicle.
As others have mentioned if you set it to a different source, like iPhone/Andriod audio OR do what I do, turn the volume all the way down to 0