Technically, the red wire (switched) is to send a signal to the HU to turn on when the key is on or in the accessory position, and the yellow wire is for constant 12v - which both provides the power for the HU when it is operating, and also provides power when off to save memory. Although this last function is mostly defeated in boats since we use battery on/off switches. This is why some of the better marine head units (brands) have nonvolatile memory which doesn't depend on power to save presets, settings, etc. I now digress,
R055, you can leave it the way you've wired it, with no danger other then you have to make sure you turn it off manually in order to prevent parasitic drain on the battery. It's not the right way to do it, but as you've found, it works. If, when wired correctly, the HU wouldn't turn on, my first suspect would be a blown fuse on the constant (yellow) circuit, or you didn't have the ignition switch in the "on" or "accessory" position when you were testing. But boat wiring tends to be crazy, so it's hard to diagnose without tracing wires sometimes.