1995 vw jetta gl stereo not turn off untill key is out

my stereo doesn't turn off untill the key is out of the ignition it has a specific wire harness for the aftermarket stereo and everything is conected right is that suposed to happen

Dropped sig

Depends on the system... The new Chevys even with the key out of the ign the radio won't turn off. You have to open the door..... As long as it's not causing a draw that is draining your battery it sounds like that might be a designed function. you would have to check the owners manual to be certain..........