The way the 360 works is if you connect it before powering down the system, THEN turn it off, the power brick still stays on to charge the controllers, but the entire system is essentially off. (I say "essentially" as I've never actually touched it to test how much heat it's outputting while charging, but the power rings on the front all turn off.) Once it charges the controllers to full, the power brick then shuts down too, indicating everything is off, even while the controller is still connected.
The PS3 doesn't function the same way?