New car stereo doesn't remember settings/stations/presets when it loses power?

Got a Ford KA 2008 studio came with a Ford 2050 cassette player dated 2012 so it didn't come with the car seems like it was replaced most likely just before sale but regardless:

Old Cassette player use to work with no key in drive and remembered the 1-2 stations it actually pick up and any custom settings it set up

I wanted a replacement with CD support maybe even USB but first needed a front adaptor facial and ISO to din converters for power/speakers/areal and shockingly it all works near perfect and looks awesome!

New CD player Doesn't work without key turned engine doesn't need to be started but still... A slight annoyance I can live with it but.... Main problem: whenever the stereo losers power (take keys out).. It loses all settings/stations/presets? Very annoying :(

Does it somehow always needs​ power that it isn't getting as I messed something up? (power works, speakers, areal etc) or does the Pioneer need a build in battery or something silly

Thins is my first car and my first custom radio install / modifications especially with a front facial

Tl;dr these are the are the 2 annoyance: It's not saving it's memory for stations etc or turning back on when the car starts up etc

Edit with pics:
back of old stereo
wires coming from the car
one end of the adaptor they plug into
wires plugged into adaptor as shown from the other side
I'm then left with this
here's the back of the stereo the other 2 wire go into.. (no pic sorry)
close up of wires at back of new stereo