This article is from the Watercooled VWs General FAQ, by Jan Vandenbrande with numerous contributions by others.
A: This is normal. Most VWs sold up to 1992 will play with the car turned off.
You can change that by using the switched power wire instead of the "always
hot" wire. Newer VWs have found a compromise: The radio will play after the
car is shut off as long as the key remains in the ignition.
NOTE however...this will probably NOT work with coded radios.
 
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