There will be 2 fuses for the radio.
In the under dash box, they are #8 and #9.
#8 is a 7.5A relay which controls switched power. The circuit diagram seems to indicate that this is only used to activate a relay though.
#9 is a 20A relay and supplies constant power as well as switched power through a relay.
I suppose that it's possible that someone re-wired stuff. It's also possible with the <ahem> fantastic soldering jobs on the various circuit boards in these cars that something has just plain failed. I'm pretty sure that this is one of the things that ROHS has given us with the abolition of tin/lead solder is massively inferior soldering jobs on things like this. this would be about the right timeframe...
I had a CD player that someone had done bad things to before I had the car, so I don't know, but often things are configured so that they allow media to be ejected even while the car is off.
I would suggest that you check the wiring. Constant power should be present at pin 10 (white/green) and switched power at pin 2 (white/red) you should have chassis ground at pin 20 (black) If you have correct power at those points, then the problem is very likely the stereo itself.