I haven't been able to figure this out either. I also can't get my phone to automatically connect to my truck when I have Bluetooth turned on. It will do it if I don't have it set up for Bluetooth audio, but if I do almost every time I have to go through the truck to select the phone and get it to connect again. Then, when it does connect, it automatically starts playing through the stock music player. That would be fine, but it won't let me change songs using the stereo, I have to use the phone itself. I've been trying to use Player Pro because it does let you change songs using the stereo controls, but sometimes it will play via Bluetooth and sometimes it won't because the stock music player has taken over. I have yet to find out why these things happen and how to fix them. If anyone knows, or if you find out, let me know. This Bluetooth thing is driving me crazy because it should be easier than this.
To the OP, I have yet to have music play when I turn the truck off. It's always recognized (if connected) when the truck has been turned off, but it won't always recognize when it's back on.