I wired in an aftermarket DVD player in an old car and tapped into a fuse that was supposed to not draw power when off. Of course, it did draw power so the DVD player never shut off. It wasn't too much of a draw but I didn't want to end up with a dead battery situation because of it so my solution was to just plug the fuse tap in when the kids were in the car and wanted to watch something.
I'm sure there was a more elegant solution (find a different fuse, rig up a button, etc.) but this was the path of least resistance and wasn't really annoying to do.
Aftermarket head units should have two power inputs - one for standby, and one that only gets power when "accessory power" is on. Every car I've owned I've been able to wire it up so that works, then it only turns fully on when the car is on.
I avoid very new cars like the plague though, so not sure how different they are.
It makes me anxious thinking about all the bullshit in new cars - touch screens, coded parts, 4G connections with GPS tracking, etc etc.
This was an rear-seat overhead DVD player, not a console one. Although, I probably would have been better off wiring to the head unit instead. At the time, I still had the factory one in there so it's not quite as expandable and more complicated to add stuff to.
I'm sure there was a more elegant solution (find a different fuse, rig up a button, etc.) but this was the path of least resistance and wasn't really annoying to do.