Radion Turn Off

I just bought a 95 neon and the raido doesnt turn off when the i turn the car off. It stays on for about a min or so. I doubt the thing has a delay being as old as it is but i dont know much about cars. Just asking if theres something i can do or its just how the car works

you could try to run a new accessory wire (+12v red switched (turns on and off with car))