So I'm also having a battery drain issue with my 2005 Chevy Colorado. The difference here, though, is that the radio does say "Goodbye" when I switch off the key and open the drivers door.
What's weird, though, is that the power button light goes off and then comes back on a few minutes later. Any idea what could be causing the power button to illuminate after the car is turned off?
If you are receiving the Goodbye message that means that the stereo is getting the "vehicle off" signal. It will stay powered on for a few minutes after the Goodbye message in case you start the car back up right away it doesn't have to reboot. However after those minutes the power light should go off and the stereo then should be officially shut down.
The stereo does have a "vibration" sensor embedded in the system so any movements in the vehicle may potentially cause the stereo to turn back on. It was a feature designed to speed up boot times by allowing the stereo to boot up while you're settling in to your vehicle.
I would go back and double check the two power wires and ensure they have a solid connection and wired correctly. I'm thinking if there's any kind of arch going on in those wires it could be shooting a false positive signal to turn the stereo on. There's also the possibility of a deffective unit if the system is unexpectedly powering on on its own and everything is wired correctly.
If you want you can also try pulling the power button removable panel off for a day and let the car sit and see if when you come back and pop the panel back on if the car is still draining out. Not a permanent solution but maybe you can pin point the issue by testing it this way.
Wish I had a more solid answer though best of luck.