The gray and black "wires" are actually dual coax AM/FM antenna cables. The gray plastic block is a junction between the car's antenna plug and the radio's antenna socket.
See this thread
for pictures and info. Your radio's cables are not as long -- that thread shows a newer model (2010-up). But your car's connector is identical.
Do not pull the coax wires!
You need a Subaru antenna adapter -- Aerpro APA52, Metra 40-SB10, or similar. You don't need the long version.
The Metra dash kit was intended for LHD cars. You'll need to do a little extra work for your hazard switch (same as what people with LHD cars with automatic climate controls must do to install the JDM HVAC dual-DIN kit).