On many motherboards, USB power in soft-off is configurable (either with jumpers, BIOS options, or a combination). Some people like to have some or all of their ports set up to be powered in soft-off so that a USB keyboard can be used for wake-up. Many name-brand PCs default to this because it's convenient for users. However, the amount of power you can pull from the 5VSB line is limited, so running all your USB ports off this line (since it's usually run from that line even when the PC is on) can have some power limitations.
All USB devices are supposed to go very low power (2mA sounds right) when told to suspend. The host is allowed to suspend them at any time, even when the system is otherwise in full-power mode. Most hosts don't do this because it can be inconvenient, and there aren't major power concerns on desktops, anyway. However, many many USB devices (perhaps even "most" of them) don't actually honor this requirement. This is one of the many reasons why many "USB compatible" devices don't actually display the USB logo on their packages.
This should be able to be fixed with firmware. Contact the manufacturer of the device. It may simply be a configuration option.