You mentioned there is an aftermarket radio, from what I have read there is a switch or "contact point" that the factory radio would come into contact with in the mounting bezel of the car . If your factory radio has been removed, I would believe that the switch has been disengaged which will give you a "beep" when you lock the car. If you can, pull out your existing radio and you should see the contact point and wire and the bottom of the bezel.
Best of Luck