Currently, the stereo's microphone works with CarPlay, but Hey Siri is not activated that way. For people saying "it's always worked for me," what's actually happening is they have their phone somewhere that it can hear them say "hey Siri." It's not being activated by the head unit, it's being activated by the phone.
iOS 13 allows head units to activate via Hey Siri, but most (if not all?) head units will need a firmware update to support it. I'm testing iOS 13 and my Sony AX3000 does not currently activate Hey Siri.