The only way power can be supplied for car adapter mode is through the dock connector.
Since headphone use is prohibited in most states, most car adapters will also provide some way to output to a speaker.
While it is possible to use two connections for this, a dock connection for power and a headphone connection for audio, because the Sansa has both of these in one connection, it is my understanding that virtually all car adapters designed for Sansa connect both power and audio through the dock connector.
Technically, car adapter mode is only about power sensing and relating that to turning the player on and off. But in the Sansa, it seems to me, both power sensing and audio to the dock connector are related to car adapter use.