Is there an off switch for the Pioneer audio system? The "display off" button turns the screen off but the buttons are still illuminated and when a phone is connected in still plays music even with the key removed.
If I remember correctly, if you press the down arrow in the upper left part of the screen, then scroll down to the bottom of the menu that appears, there is an "OFF" option. I then asks you to confirm you want to power off the unit.