According to 2021 Hyundai Santa Fe's owners manual:
EPB (Electronic Parking Brake) may be automatically applied when:
• Requested by other systems
• The driver turns the vehicle off while Auto Hold is operating.
So according to this, the EPB shouldn't apply automatically when you turn off the vehicle, unless your Auto Hold is turned on. Make sure Auto Hold is off and then turn off the vehicle.
If Auto Hold is off and EPB is still engaging, then look for any option in the instrument cluster settings or infotainment system settings related to this.