I have an iPod I use exclusively in my car and it always holds the random setting. (via my 3rd party iPod adapter) My wife has a similar setup in her Miata and the random setting gets turned off if she even skips a song. So I think these adapters can have an effect on the random setting of the iPod itself. Hopefully if this is an issue it only effects the iPod when you remove it from the car, as mine will never be removed and as such I'll never have the issue.
Dan