Same, I found a service manual which I will look through, but I can't find an owner's manual either (not as a free download anyway). Doesn't look like the service manual is gonna be much help.
I have 2 of these CD players and they both do the same thing, so I know it's a programming issue or it's just built that way.
The unit can be completely off. But if it's plugged in, and there's a power outage, and power returns, it will turn on and start playing whatever CD is in the tray.