Yeak, AFAIK anything plugged in via USB can draw power even after shutting down your pc, unless you hit the switch on the back.
I think this go's for anything plugged into your mobo to be honest, and the mobo itself, as the power supply is obviously supplying power to it even after shut down.
EDIT: And if i'd properly read Shotty's post then i'd have seen he posted pretty much the same. Oh well, it's backs his opinions up huh?

Further tests have shown that other devices such as TVs, DVD players etc. are also in the 5 - 10 W range in off/standby so it doesn't seem that unusual.