Note that in Win 8, 'Shutdown' does not mean shutdown i.e. 'power cycle / cold boot when starting again'.
It now sleeps rather than powers off. This is why 'boot' times are so fast on a Win 8 and later machine. Connected USB devices will still receive the 5v power, but obviously the driver will not be running. So for example my USB connected audio interface's lights go out when I 'shutdown' the PC (I presume that the interface expects comms for it to be 'on'), but a different A/B USB cable which has daft lights in the plugs (yes, I should have read Amazon's description more carefully) remains lit up when the PC is 'off'.
Which begs the question, how do you turn a Win 8 PC or laptop off? Well, you have to completely remove the power from it, incl. the battery in the case of a lappy.