There is a chance that the CD changer connects to the dash lights to light something up on/around the changer to be able to see it in the dark, or maybe even to do something as simple as light up a logo on it. I've seen weirder.
Even if it doesn't fix the issue, ripping out the unused CD changer wiring and capping off any unused connections properly (such as with heatshrink tuning or good fabric electrical tape, not the cheap vinyl electrical tape that gets sticky and falls off after a few years) is a good idea. if you want to leave the wiring there, make sure the wires are terminated, insulated properly, and routed safely. Are you really going to use a CD changer in the trunk these days?
Some things that I've learned from working on wiring in cars:
1) A bare wire that is intermittently touching ground, other wires, or even itself (aka, a loose connection in the wire) will cause all sorts of unwanted "entertainment" as you try and troubleshoot the issues.
2) Bad grounds cause downright
bizzarre problems. If you are seeing crazy electrical issues and/or suspect your cars electrical system might have been cursed, check/clean/tighten your grounds first. Even the hard to find/reach ones - actually,
especially the hard to reach ones, because Murphy.
3) People and shops that customize car wiring have been known to do some very, um, "creative" things.
I once diagnosed an intermittent stalling/no start to a fuel pump positive wire that had only one strand of wire still fully connected, the other strands in the wire were cut under the passenger's seat and would separate as the car shifted/moved around, causing the stall/no start. Cause? Someone very large had sat in the car, and the seat spring was stretched so far down that caught the harness through a gap in the carpet, and when they got up, it pinched that one wire and yanked it up, almost completely severing it. The wire was not fully cut, so voltage testing of the circuit showed good (12V at the pump, why won't it work?!?!?), it only showed up with resistance testing of that particular circuit. That was fun to track down.
Anything electronic in a car, such as the PCM, is notoriously sensitive to bad grounds. In some cases just 1V of added resistance can cause issues. I once helped a friend fix the cruise control in his wife's car - it turned out to be due to a loose ground wire at one of the tail lights. Yes, really.
Some of the worst aftermarket radio wiring I have ever seen was done by "professional" shops. There's a reason I do my own radio installs now - I got tired of ripping out other's work and redoing it. This is also why I own multiple crimpers and crimp dies for various terminal types, and have a bunch of spare terminals and connectors in a box in the garage.
