my 2014 SRX will change channels own it's own.

Hello, inspection by someone familiar with testing and operation of car audio or a Cadillac dealership can be utilized to expertly weigh in on your concern. I would guess if it's radio related, you may have a reception issue, causing the station to change and seek a new station. But it's too hard to guess without hands on inspection.

When turning steering wheel or simply driving the vehicle - is it remotely possible you’re inadvertently touching the radio controls on the steering wheel ?