Its wired into your car incorrectly..to your ignition..instead of to your battery...not a big deal..IT is an after market installation, no? There are sources of electricity that are supporting things like alarms..or disabler systems..or sensors that make your car lock and unlock by remote key...all of these run on the same type of "car is turned off" state...Same reason your digital clock in the car knows the time when you turn the car on...the lights are out..but someone is still home...your stereo needs to be run off that electricity...