The light on your radio is on indicating your theftlock is active....as stated before I have never seen one not on...yours must have reset to "being on" like it should be when you unhooked your battery. Below is the description found in the service manual about your radio system.
The "Theftlock" theft deterrent system is a feature on all base and uplevel radios. There is no need to program a security code into the radio as in past model years. The theft deterrent system now utilizes class 2 serial data to determine if the radio is in the appropriate vehicle. Each time the radio receives the "run" power mode message, it compares the VIN information it has stored to the VIN information received from a module on the class 2 serial data circuit responsible for transmitting that information. If mis-match occurs, the radio display will indicate to the user the radio is locked. Once this takes place, a DTC will set, the radio will not respond to any button presses and become inoperative. The two scenarios able to cause this condition are:
A radio is installed from another vehicle.
A module which communicates on the class 2 serial data circuit which supplies VIN information to the radio is replaced and not properly setup with the correct VIN information for that vehicle. The only way to unlock the radio is by using a scan tool. Always refer to the table in this information to
diagnose the "Theftlock" DTC for further information.