I had the same issue. I used the radios and more harness to make sure everything works, before I splice my own 6-wire harness into the factory harness. I don't like the stiff wire and bulky connectors of the kit. It makes the install easy, but is overkill for installing six wires. I've figured out the pinouts, the Molex connector and terminal part numbers, and which wires that will need to be spliced (power, ground, and Class-2 serial bus). The three audio wires plug right into empty sockets on the C3 connector.
The regular six disk changer non-nav DIC head unit is made by VDO in Germany. I'm not sure where Delphi builds the Nav systems.
The issue for me was that the Tech-2 programmer didn't find the 'digital radio receiver (DRR)' option to enable. The mechanic is a buddy of mine, and he spent two hours working on this, with me next to him, at the GM dealership. He did flash new engine calibration software (45 minutes to download from the Tech-2), among other firmware updates. If the XM firmware isn't already in the radio, it simply won't work, since the Tech-2 only activates that option. I've been told that you must send your radio back (or exhange it) to Delphi for any software fixes, like the XM low volume levels fix.
When I looked up the 2003 RPO Order Guide over at CadillacFAQ, it shows XM as not available until mid-02, when the switch to the black interior and the DVD Nav. If the non-nav you were having problems with was in an early '03 with the pewter colored interior, I'm sure this was the issue. Mine is a very early model (2/02 build date) with the pewter dash and CD Nav. I would rather upgrade to the DVD Nav than put my XM Commander back in (which uses the same XM Direct tuner).
Have you had previous success with the CD (Pewter) Nav or non-nav and XM install?