My wife asked me the same question on the other day as she is the daily driver of our CX-5. I checked the owner's manual trying to find this "accessary" function in traditional ignition key position and it doesn't say anything. I told her your method just now and she said she's already figured out. But she said how do you turn the radio off after that? I know you should be able to turn the radio off by pushing the Start/Stop button (may be more than once?) without the foot on the brake but she said she did it by "restarting" and stopping the engine since her foot is always on the brake during the process! (whistle)There are times when I pull into the driveway and want to turn off the car but keep the radio playing until a song is completed. To do so, keep the transmission in D and with your foot on the brake press the start/stop button then put the transmission in P.
Push the start button twice. Done.