that is a strange one...i dont see why they head unit wires should be related to the speedo. only possible reason for that is so that the volume of a unit that may have been in that car automatically adjusts its volume according to the speed of the car...but thats realy a feature that was introduced in new cars....not an older model golf like urs! but u never no.
it may be that you have no ignition live to begin with otherwise if you remember that it did...its just a simple alteration of the red and yellow wires on the adpator lead that you have purchased. u may find that u have 2 wires coming out from one port...chek to make sure..i could b wrong!
if it becomes an issue to you in the future and you prefer it to work with ignition then it stil may be possible...i would say i'd have to see it tell you how but pop down to your local halfords....we dont charge for advice...hehe