On my kg905g radio, menu 1 ABR there is no always on option
It’s the same on mine but I assume that’s by design. I don’t think you’d want it on all the time. I believe that in the owner’s manual where it says “It can also be set to turn off immediately or always remain on” that the very last part of that sentence was written in error since the options right below that show OFF/1 - 30S