Is there a way to get the station to change as the wheel turns in that menu without pushing the button each time?

No.

The closest approximation would be repeated presses of the next/previous track buttons on the steering wheel and the CD/DVD head unit (pp. 152-157 of the owner's manual). Each press tunes to the adjacent station/channel/preset in the displayed list. When the entertainment source is any radio tuner (FM/AM/satellite) but you are on a screen other than a station/channel list, the buttons change to the next/previous preset.

 

The nice thing about using the presets is you can combine your favorite am,fm,hd, and sat all together and just use your steering wheel controls to scroll through them.