The radio is poorly documented. You have several hot or switched wires connecting in, but they're not all shown in the diagrams and the diagrams are in different places in the FSM.
The radio has separate power for the light bulb (switched off the console light circuit from fuse #1) and power from the ashtray circuit (switched by the ignition switch and fuse 4) which also produces a switched output for the antenna. Wiring color codes are inconsistent. Depending on your switch positions you may test hot across several wires. And of course you have continuous hot from the battery for the clock (unswitched - and I'm unsure if this has a fuse in the fuse box- maybe fuse 2, or is fused at the radio).
http://www.tehnomagazin.com/Auto-radio-car-connector/Becker-Car-Radio-Wiring-Connector.htm
The light circuit IS hot even if the radio harness plug is removed from the ashtray connection, as is the radio clock power supply line. Theoretically, I guess you could "unplug" your radio from the ashtray (or pull fuse 4) and it will still light up and keep time but it otherwise won't work.
The ashtray itself is a circuit component, I think the chrome is ground and the copper/brass nub is hot. These connect up to the harnesses. In the radio harness pdf below, component #4 corresponds to connector C148 depicted above and below the ashtray in the radio errata pdf. Component #2 in the harness pdf should actually show four wires going to the ashtray (as depicted in the errata pdf): one hot wire going in (for lighter) and one hot continuing back out (for radio); one ground going in (lighter) and one ground going out (for radio).
I "think" the radio has an additional ground connection in addition to the ashtray, but that may simply be one more wire connected to the separate radio harness.
Depending on where you tested (before or after a connector) you may very well measure zero volts across different wires in the ashtray.