That's because the empeg has floating grounds on the audio lines. This can be converted to be similar to a "normal" HU by simply grounding the audio grounds to the empeg sled.

I haven't done a ton of installs, but my philosophy for grounds is to simply run a ground wire from every piece of equipment to a single point on the car chassis. And add extra grounds for the signal lines if needed, as per the comment above.

Cheers