The capacitors in the power supply for the Rio Receiver are big enough that it has a couple of seconds of juice left even after you've unplugged the power cable. Hugo used to demonstrate this by unplugging them while they were playing music. Even without LAN and power connected, the Receivers will continue to play music for a second or two.

The hardware/firmware does recognise repeated presses of the standby button as "hard off", so you can mash the standby button until it turns off.