I may be out to lunch...BUT...take a lookat that wiring diagram real close. Notice that the dark blue wire(with tracer) that is coming out of the key-in relay circuit is going directly to the resistor/regulator/alternator splice. They all share that same blue wire.
Now..take a look at the red wire to that relay. It's going back to the ignition switch.
Could it be the switch is hooped,or as i mentioned before, maybe the wires at the switch connector are not installed right from the manufacturer and the key-in system is supplying voltage to the coil etc as soon as the key is plugged in?
Just my thought