This is my pet peeve.
No wave to add a scene to the Off button.
It doesn't appear to be a technical restraint as the action can be completed with a few button presses.
A Z-wave device is not considered a Device and so it will not turn off with the Off button.
You also cannot map the Z-wave devices to any Key (soft or Hard) to make it easier to get the action done from your Activity screen.
I would like to see this issue looked at by Logitech.