I have 2 AR-5rm's and do not have that issue with either one. So that makes me think it's a defective unit.
On a side note, and I'm not sure if it's necessary, but I always make sure my radio is off before I attach or detach my external. It's a leftover habit from running sound equipment. It's quite easy to damage amps, speakers, and mics by connecting while under power. Maybe the same goes for radio.