Heather, the cig lighter plug is wired such that it only works when the key is in the Acc (Position I ?) or On position (Position II ?), or to make it easy, it works when your radio works. In other cars the cig lighter is on all the time even without the key being in the ignition, but nowa days they don't even call it a cig lighter, they call it an accessory outlet and as such it is only active when all other accessories are active.

As for the CEL, there are many, many reasons why it would come on and the only way to know for sure is to read the code stored in the memory of the computer. This can be done at the dealer, but some (not all) codes Volvos throw can be read by a generic OBDII reader sold in most auto stores. The picture below is of the one like I have. It is pretty simple to use, but, like I said, it doesn't read proprietary Volvo codes. The good thing is, though, that it can clear the CEL even though it couldn't read the code (very useful in passing the smog inspection).

Good luck.
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Vladimir. 1998 S70. Base, 5-speed manual.