That's true, but then you're not gaining anything. You still end up doing two steps: 1) Shutting down the PC, 2) Turning off the power strip
The whole idea here is that by using a relay you can do everything at one time with one simple step. For example, my machine has a momentary switch wired to the PCs power switch. Assuming the PC has power running to it's power cord, i just press that button and the PC powers up. If i use a relay connected to the PC to control the power for a power strip, then the entire power strip will turn on when i press the button to turn on the PC. When i want to shut down i just press the power button again. Windows will recognize this and shut down gracefully. When the computer powers down, the relay is turned off and everything else in the cabinet is powered down (marquee light, trackball light, speakers, etc).
It takes some wiring, but this is the only way to make your cab a "one step" power on and power off (unless you're using DOS and can power off at any time).