Normal connection for a car radio is to permanent power to retain station presets, etc, and ignition to turn on and off the radio on the key.
Generic configurations that do not apply in this case:
It is possible that a car radio is wired in so that the ignition option is not kept separate from the permanent power, and so the radio will stay on all the time.
You can also get car radios that can be turned on and run for 30 minutes without a key in the ignition. (This function may also break, so it does not timeout, but that would not illuminate the dash. In the case of the Corsa, Vauxhall radios often have this function, and having to check the CD probably increased the load and made the radio ignore the erroneous start-up pulse)
As mentioned above, the ignition might fail to remove the position 1 connection when the key is removed.
One SLK specific option; if you have a SmartTop fitted, there is a relay driven by the unit that keeps power on for the roof to operate even once the ignition is removed; this drives fuse 7, which also drives the radio "ignition" circuit. You relay might be broken (stuck closed).
The most likely one for me is that when the radio was fitted, the wiring was not done well, and the yellow and red wires have touched together, which means the permanent power is now driving the ignition circuit back through the harness, and illuminating the dash.
So, start off by removing the radio, and see if the dash continue to light up.
Check the quality of the wiring behind the radio. (You could also look for bits of Gaga
) Extend the search back a few inches beyond the connectors, until you are sure you are dealing with original Mercedes wiring.
Check for a Smart Top, and see if the relay is stuck by unplugging it. You can also activate the SmartTop, and would expect to feel the relay click in my fingers, to confirm it works as expected.
If none of these work, get back to us, and we'll have to start looking at how to take the lock cylinder out of the car, or finding a connector so you can confirm the incorrect connection.