My radio also, always defaults to the Serius/XM 'preview-promo' station.... even though I have a full and active subscription. Its super annoying but again, its a Subaru. There is only so much a small company can do in developing features and systems for a vehicle.
This is actually completely normal when listening to SXM stations if you are on a channel with explicit lyrics. Subaru doesn't want little kids to hear bad words by accident so if the last station you listened to had explicit content, it will switch to the promo station when you turn the car off. If the channel did not have explicit lyrics, it will keep the last channel you listening to.
Really odd setup.