Assuming i don't plug in my iPhone, what can I control with voice commands? Can i set a destination for my gps, change the radio station, etc? 

It comes with a Mic, so I assume it probably does SOMETHING without having to plug my phone into it, but I have no clue what that might be

Absolutely nothing on the pioneer, the only voice control is over the phone in USB mode

The mic is for bluetooth control of the phone and Siri, should also be for controlling CarPlay. As already said it doesn't work with any of the inbuilt Pioneer functions.