I have heard of special "always on" USB ports that are on even when the PC is off, they are sometimes a feature in desktop computers sold at Best Buy. If it's not, then I would assume the USB is still powered because there's still some juice left in the board, so the fan is using it up. I would honestly consider that a good thing as you don't want lots of electricity just sitting in your board.
Here's something you can try, switch off your psu and unplug it, then hold on the power button for 10 seconds. This will drain all the excess power in your system. Then plug your PSU back in, flip the PSU switch, and see if the USB is powered. If it is, it's safe to assume you have this "always on" USB feature. This "always on" idea is usually advertised as a great way to charge someone's phone even when the PC is off.