Paul's right. If there's no ignition sense wire on the factory stereo harness, then you must rig your own. There are plenty of other things in the car which turn on and off with the ignition, there's gotta be something you can tap into.

Once upon a time, Volkswagens didn't have ignition sense wires for their radios. Then they added them, I forget what year it was. I'm surprised to hear they're going back to the old method, I wonder why? Are you sure there's no ignition sense wire on the harness, or is it just that the wiring is different on your ISO plug (a known issue with VWs)?