I tried different version of iGO including the old iGO primo. the problem is still the same. However, if i use other navigation app (Google map, Wase and Sygic), I didn't experience the same problem. All other navigation apps are all working fine with music continue in the background.
I still think there is a setting somewhere in iGO which may able to change the behavior, however, I don't know any other possible commands in sys.txt that may able to change that.