The factory 'radio' in modern vehicles is no longer a standalone device like they were in the past. Now it is just one of many 'modules' that communicate with one another on the CANBUS. As such, the dedicated on/off wire has become redundant. On these vehicles, even the radio buttons are their own module on the bus (they are not directly electrically connected to the radio module behind the buttons). So when you press the Power button you are sending a signal over the CANBUS and the radio module sees this and decides to turn itself ON or OFF.The question is. Why isn't this in the factory wiring harness?
An aftermarket radio is akin to the way factory radios were before all of this came about. Since it has to work with all possible vehicles the 'turn on' wire is still implemented there. And this is why you need these fancy adapters that can see that the vehicle is on via the CANBUS and in turn flip on the 'turn on' wire to your aftermarket radio.