This is a bizarre behavior, but once I translated “cancel” in my head to “proceed,” it’s no big deal. I’ve never had to repeat the process of cancelling, though. If I had, I imagine this would become infuriating pretty fast.
I strongly, strongly recommend that FiiO consider breaking out the code from the “BT Connect” menu item from FiiO music into its own app. (EDIT: I see from a comment above that they DID. NVM.) For people who are using their phone into their BTR, and especially people who are streaming from a service, it really doesn’t make sense to have this whole huge, monolithic music app, of which we’re just using one tiny piece.
Also, simply launching FiiO music kills the audio of whatever app is currently using the audio output of my iPhone. It would be much better if FiiO Music didn’t take over the audio until it’s actually playing something. Which, in my case, it never is, because I’m streaming my audio from an online service instead.