2017~2024 Changing Radio Stations From Steering Wheel

I have my 2021 CX-5 Grand Touring for approximately 4 weeks. I cannot determine how to scan XM stations from my steering wheel using the forward/back arrows. The manual states it can be done with only AM or FM stations which I do not usually listen to. Is this true that it doesn't work with XM stations? If true this a is a big disappointment to me.
Thanks,
MJC
 
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