I like to keep the map visible at all times even when I have no destination programmed. It sounds like you are getting turn by turn directions, but since you have switched the input back to the radio, I assume you are no longer seeing the maps displayed. Is that correct? If so, is there no way to view the map on Android Auto and be listening to your normal radio stations?
I can engage the Audio using the car's stereo (mainly Sirius/XM for me), and then switch back to Android Auto to see the Google Maps display. I can then use my steering wheel control to navigate through the channels as I usually do (with a slight drop-down occurring at the top of the Android Auto display showing the change in stations). So it does integrate pretty well overall.
The main car navigation system can do a 'split-screen' type of display, where the map and the radio interfaces are both shown. But there doesn't seem to be a way to have it show the Android Auto navigation map in that split-screen view, although it will show the native map, and the Android Auto audio interface simultaneously.
A bit hard to explain all the combinations, but it is pretty versatile, although not perfect.
ETA:
I do have the car navigation system as well as Android Auto. One of the default screens shows the car's navigation, and the audio as well, so you can still see the map that way, although it's not the Android Auto map.