Interesting! Okay, first things first. You did not specify, so: What is the model year and trim level of your car, and which head unit do you have? LX is basic, EX and EX-L have the mid-range unit or the EX-L can have the Navigation unit. That said, I don't have my printed owner's manual handy, as it's in the car. For handy reference, I have a downloaded one on my computer. You can download it here:
http://techinfo.honda.com/rjanisis/pubs/OM/9B0707/9B0707OM.PDF That one is for the 2007. Google for the ones for other Gen3 years.
Note that at the top of page 207 it says "if equipped." I tried to learn more about the system on 207 but all I could find out was that it seems this was not available on my EX-L with the mid-range head unit. Not sure but it may be that on the '07 it only came with the Nav unit, or not at all until '08 or later (just as the power driver seat). Mine does not seem to have it. It does have the other part, as described on 205. All 3 head units have this feature.
As far as the radio code, I understand that, in some cars, the code is on a sticker on the inside of the glove box door. If you don't have that code, then, the first time you disconnect your battery, you will have to pull the radio out of the dash and write down the radio's serial number, which is on a sticker on the radio. Then put the radio back in, and call your dealer to get the radio code. There may be a charge for this.
Otherwise, as far as an alarm system goes, I don't believe any CR-V's are equipped with a full tilt one. The one mentioned is, as I understand it, a lightweight one with little effectiveness. A real, effective one would be an aftermarket install + $$$. Hope this helps. Maybe someone will come along with more info than I know.
Oh, yeah, one other thing: When I leave the car, I press the key fob's lock button once to lock it, and a second time to set the security system. On the second press, the car chirps. Another odd thing I've noticed, is that, when I come up to the car and it's locked and I want to open the tailgate first, or a back door, I have to press the unlock button twice. Don't have to do this when just opening the driver's door - one press opens it. Seems weird to me, but I'm used to it now.