Hello Asimbaig,
In this case should open a question to the computer manufaturer's forums as this is a hardware related questions independantly from the operating system.
As far my knowledge goes, I can advice that this may be a normal behavior in many motherboards that just indicates that the motherboard still receives voltage, even though the system itself is shutdown (for example in the case of a laptop running over battery). I have seen it both in laptops and also desktops.
One thing you can try to ensure that is not a Windows power setting, such as hibernation or fast-reboot, is to select the "ShutDown" option from start menu to turn off your computer. Apart from that, there is no other Windows setting or action that can affect the motherboard power behavior when turned off.
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