The manual for your stereo is
here.
The only way to really know what's going on is to pull out the head unit, and inspect the wiring.
Make certain the blue/white wire is what's feeding the antenna.
Then grab your multi-meter. With the stereo powered off, there should be 0 volts on the blue/white wire. With the stereo powered on, there should be 12 volts on the blue/white wire.
If there's power on the blue/white wire when the stereo is off, the stereo has an internal problem you likely are not going to be able to fix. Just add a toggle switch inline on the blue/white wire and be done with it. IMHO, it's the way it should have come from the factory.
I rarely listen to CDs anymore, but when I did, the operation of the antenna bugged the hell out of me:
Turn on the stereo, the antenna starts going up. Pop in your CD, and the antenna stops mid-way and goes back down. Want to change a CD? Hit the eject button, the antenna starts back up. You select your new CD, insert it, and the antenna goes back down. A lot of cycling of the antenna motor and a lot of foolishness all for nothing.