I have a similar unit in my 2400 SCR, it has a removable face. If I leave the face installed with the radio off choppy water causes the radio to turn on,with the face remove it stays off. Best I can come up with is play in the face causes the power button to bounce turning the unit on.
I have never left a CD in so I don't know what would happen in tis case but I assume it would result in what you are seeing.
1997 2400 SCR
5.7 Vortec / Bravo 2