Ya , actually some speakers have a soft on / off feature that stops this, But my system really thumps at me if I forget to turn the monitor volume down to off on my interface before shutting down or firing up. I'm an idiot however and one out of ten times I forget...
I have a Furman line conditioner with a master switch that is the last and first thing that I do on power down and up. I soon "hear" that I forgot to initiate " plan A" when I fire it up in the morning and my beloved , irreplaceable, Yamaha NS10M's thump at me... Ouch! #^&%$$# Idiot!
That's the same day I'll trip on a patch cord and send my also beloved, irreplaceable G&L ASTAT flying towards my drum kit!