(car is a semi-show sorta thing and at meets and events i usually have the car off, but doors open and music playing - so id rather not have the keys in there during those times)

I read a little further to see if you explained why it was wired this way.

The above sentence is not a sufficient excuse to wire it this way. The player is different from other car stereos. It is designed so that you can remove the key and still have it playing, even when it is wired correctly. Please read this to see an explanation of how this works.