How to auto transfer audio from phone to car?

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Cx-5 2021GT
My iPhone auto connect via bluetooth to info system but when I play music or other sounds I still have to go into Mazda audio menu and select the source otherwise sound will not play on car's speakers. Is there a way to auto transfer the sound of my iPhone to the car's speaker without going into menu and select phone as audio source?
let's say I am listening to a podcast on my phone and I go to my car start the engine and the podcast would automatically play on the speaker.
 
The car should always remember the last setting you had. So if you exit the car while using BT it should auto connect the next time. If you were listening to XM and exit the car, XM will start next time. There's no way to make it automatically switch to the BT/Phone input if it was on something else when you quit.
This is by design.
 
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I see you have 2021 CX-5 so probably it's different than mine, 2020 CX-5 here. I use carplay most of the time. I turn off the engine then I unplug my cellphone. When I get back in to the car, I turn on the engine and within the next few seconds I plug my phone and it goes straight to the carplay and it starts playing whatever I was listening to before turning off the engine. Having the carplay option, I've never even considered using the bluetooth.
 
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