Did you ever hook up that Alpine? I know you mentioned you were looking for an aftermarket HU.
I'm only guessing yours is stock, for a couple reasons. I don't think the antenna would go up when playing a CD on an aftermarket HU (only the radio). And having a 98, if your HU is stock, the screen on those seem to fail a lot. I have seen handfuls of those displays that didn't work at all in 97+ Bonnes. I don't know how common the problem is though.
How do you know the CD is really playing though if there is no sound, and nothing visible on the screen?
Of course this is all speculation at this point.