My guess is there's simply a 3.5mm jack in the back of the HU. That gives you the option of either using a genuine cable and fitting for the console box, or using a $5 DSE cable. If you go the cheap option then you don't necessarily have to feed it to the console box, so you could have the cable feed into the glove box, or maybe the storage box in the top centre of the dash, or maybe out the coin tray, etc.
Slightly off topic - I love the sound quality of the mcintosh system. The best OEM install I've ever heard and better than any aftermarket install I've heard although I've not heard systems in luxury premium cars (installs from the likes of B&O, B&W, etc). With just minor adjustment using the tone controls you can get a really nice balanced sound. Bluetooth integration is all I miss.