This has to be a candidate for the Most Frequently Asked of Frequently Asked Questions.

As far as I can guess, it's caused by high input impedance amps with massive capacitors on the power supplies. Turn off the power (from the empeg), the amp doesn't drop off the rails as quickly as the empeg does. The amp is still amplifying, THUMP!

I would first try reducing the input inpedance and/or input gain at the the amplifier. If this doesn't work, then go down the empeg-recommended route of putting 1k resistors across the outputs of the empeg itself (within the connectors). This requires soldering.