i purposely wired both the ignition wire and the constant power wire together so that the empeg will never go OFF when i remove the key/turn it to off position, for the reason that i frequently have the car "in demo mode" heh, which basically means i need to be able to turn off the car and walk away with the keys in hand while the stereo plays happily.
It is not necessary to wire the player incorrectly to do that.
When the player is wired correctly, after you remove the keys from the ignition, you can still wake the player from standby mode by pressing any button, and then it will play indefinitely. The details of how this works can be found
here. This even works for very short values of the standby timer. I have mine set to 5 seconds, and I have no trouble allowing the player to play indefinitely after taking the keys out.