I sent an email to Scion regarding whether or not you were right, and this is what they responded with:
Thank you for contacting Scion.
We apologize for the confusion, the iPod connection is not a standard
feature, it is an accessory option. Unfortunately the iPod stereo is
only factory installed and can not be installed after purchased from the
dealer. We do apologize for any inconvenience this may have put you in.
Please feel free to contact us should you have any further questions or
comments. We would be happy to assist you. You may contact us
directly at 1-866-70-SCION or by email at
https://secure.scion.com/scion/ssl/contact/contactForm.do
You may also want to click on the following link for
https://secure.scion.com/scion/ssl/contact/handraiserForm.do
Thank you for your interest in Scion.
Scion Customer Experience
...so in conclusion I'm still on the look out for an '06 HU