Basically, there are 2 powerwires going to the new headunit:
1. the main 'constant live' +12V wire: in the SONY wiring harness (ie: not the Alfa wire) this should be the yellow wire, and connects to the Alfa A7 wire in the Alfa plug; it is the main power supply to run the headunit and provide memory backup of settings (eg: radio stations)
2. the 'accessories/ignition' +12V wire: this wire switches the headunit ON/OFF when you turn the ignition key; the wire switches from 0V to +12V; it is the Sony red wire (not referring to the Alfa red wire)
To overcome your issue, you could connect the Sony accessories/red wire to a 'constant' wire, and would be ok to tap into the A7 main powerwire. However, even though you might turn the headunit off via the on/off button, or by detaching the face, the headunit may not actually power right down, and therefore continue to draw a bit of current, enough to cause a flat battery if you don't drive the car regularly.
So what I recommend to people is to do two things:
a. rewire the Sony accessories wire to a 'constant' powerwire
b. add an inline switch to this wire so you can manually turn the headunit on/off; the switch can be small, and mounted within reach under the dash
Regarding the steering wheel control interface, you can also wire it off the same switch. So when the headunit is on, the interface is also active.
'constant' powerwire > Sony yellow + to a switch
switch > Sony red wire + steering control interface