How does it work that when you turn your radio off, a few seconds of music lingers?
Humidity?
Capacitance.
There is a component to the power supply called a capacitor. Essentially a capacitor stores charge. When click it off, it continues to operate off the stored charge in the capacitor for a little while.
Another possibility - If it is a new machine and is fairly high in features then it might actually be that the power button doesn’t disconnect the power, but sends a signal to the controller, instructing it to shut down (in the case of CD/Radios, shutting down might include checking that the CD has been spun down and the head returned to the starting position, all of which takes time. I’m pretty sure this is the case with the CD/Radio in my car.