This could be an issue related to the RAP (Retained Accessory Power) circuit.
Under normal conditions, certain power functions are disabled after a ten-minute delay when the ignition is turned off. As you know, the radio should turn off when the door is opened after the ignition is turned off. The RAP is controlled via the Class 2 data circuit (present on your Data Link Connector) by what's called a Power Mode Master setting. The Body Control Module is usually suspect with a RAP fault if the door switches are working correctly.
Since you mentioned this started after connecting some kind of diagnostic reader to the DLC, the Class 2 lines may have been affected.
To troubleshoot, you'll need a Tech 2 scan tool connected to the DLC to observe door switch status and Power Mode status. If the door switches are good, the BCM is usually the culprit. Luckily, they're cheap and plentiful (as well as easy to replace.)
If you don't have access to a Tech 2 (or comparable scan tool) you'll need to have a dealer or equipped shop perform the diagnostics.
CC