It will connect to the audio system either via USB or Bluetooth. An USB connection seems very intentional, but Bluetooth can be active continuously in the background, and start music by proximity/within range.
I suspect that it behaves differently if you switch off Bluetooth in Control Center. The music player in Control Center also has its pause button to stop playback, if you wish.
Other than that, there may be options to not-activate-automatically in the audio system?
I kinda like that feature (different iPhone, different car, aftermarket audio system), though.