Did you use the stock wiring harness when you put in the aftermarket head unit? If you cut all of that out and just spliced in all the wiring, something could have gotten messed up. If you left the harness and did a straight plug/snap in with the new unit, then one thing I think it might could be is that the power supplied to light up a stock head unit is less than what some of these aftermarket head units require to light themselves up and show off all their pretty colors and dancing lights, etc. In other words, the aftermarket head units may just need a little more juice for that specific purpose and the wiring/system just isn't supplying it. Now that's just my crazy stab at it....