The radio display will not turn off

The radio display in my 1994 Ford Escort LX-E will not turn off with the rest of the vehicle--not even after I've shut off the engine, removed the the key from the ignition, and opened the door. I can turn the radio off so that it isn't playing music, but the clock display runs continuously.

It has depleted the battery in the past, though now I remove the fuse from the driver's side compartment that supplies the radio/power steering, etc, whenever I have to leave the vehicle, which is annoying. How do I get the radio display to turn off with the rest of the vehicle?