I've not seen any models that allow you to turn off some CEC features and leave others on. I'd expect that it you want to see the volume on the TV and it's a CEC feature, you're out of luck turning off the source and expecting the TV to stay on.

However, you've got a Pronto remote, and I think the extended Sony Receiver IR codes have commands that allow you to set the volume to specific levels. Maybe adding a "Volume = -30 dB" or some such command in your System On macroes would solve your problem.

Actually, I don't use aSystem On macro, instead fashioning each source selection macro to turn on the entire system in the most rapid fashion, with timing and interleaving of commands for different devices worked out experimentally to get the shortest macro. You'd add a "volume =" command to each of those macros.