A Battery change probably means you lost the initial settings, what I would do is go to Sony’s website and see if there are any details about revising settings in there. The actual type and serial number of the head unit my help in that respect.
Or- contact the dealer from where you bought it.
On my model (an NBFL) the aerial goes up whatever program source I select - annoying when you want to hear a CD - but other than fitting an on/off switch in the feed to the aerial which I never got round to. I got used to it.
The aerial will stay up on other sources than radio if you have traffic announcements turned on. Turn announcements off and it should drop down on CD and aux.