I thought I was going crazy for a while there. At last someone else has seen my problem too.
Well, in fact my sound system only pops when playing CD's...NOT the radio. Same problem as described:
Switch the car on, press the volume up on the steering wheel or CD unit and you can hear a pop through the speaker system.
I took it to my local dealership recently for a service and they looked at it carefully. They have come to the conclusion that it is a safety feature of the BOSE Amplifier to avoid damage to the speaker system.
In fact, they disassembled the carpet lining of the BOSE amp and woofer of one of their showroom cars, and it did the same thing. So I am sort of convinced...
But if you have any more luck than me, please post a comment for my sake.