Oddly enough, the one in my dash is live all the time too, the one underneath my armrest is not.
That alone makes me believe that it's separately fused. I just went scrounging around in mu fuse box for the fuse that made my in-dash cig lighter outlet lose power and couldn't find it, so it might be a fuse in the engine bay. There are several fuses in there in a box, one of them might be the one.
Further reading of the manual finds the answer. They call it a "power socket". It is a live connection from the battery, not controlled by the ignition.
In the engine bay you'll find a "Fusible Link Box" which ought to be somewhere near the battery. It is NOT the "Fuse and Relay Box". In the Fusible Link Box you should find around 14 fuses, some of which are "fusible links". On the side furthest from the front of the vehicle there should be 4 fuses in a group towards the right side of the vehicle. In order from outermost and towards the passenger side of the vehicle these are rated 15A, 10A, 20A, 15A. The fuse you want to look at is that 20A one - third from the driver's side (in Australia).