Two options hit the on/off button twice to turn the radio off as well before locking the car. Or push and hold for a few seconds the on/off button when you want to turn off everything.I wish the car would lock itself after 20-30 seconds with no key inside.
Also, a somewhat related question...
What is the point of 'Radio Mode Switched On' warning when you shut the car off and open the door?
Is it just to remind you that the radio will stay on until you lock the car? It's kind of annoying.