Sounds like when you phone them about this, they'll go "uh, well, gee...." or "We've never heard of this problem before." It definitely sounds like an oversight. And there's nothing about it in the manual at all. Obviously the power switch does not just interrupt all power to the unit. Something else is going on.

You've gotta give 'em kudos, though, for being one of the first companies to realize that, even though engineers waited for almost twenty years for blue LEDs to be invented, they're not so spiffy that we want them on all the time. A not so bright green, or even red, would be much better. These guys let you turn off the blue LEDs!