No flaw; it is by design.  In some cases, the system is still accessible when "off", so some cooling may be required as the power supply is providing power.  
  I bought a quad-core Poweredge server 840 recently.  I noticed that the power supply is always on, even after I issue a shut down command.  The CPU fan is off, but the power supply fan.  Only stop it if I unplug the power cord.  Is it the way it is designed?  or is it the flaw of the device?  Please help.
Power Supply always on - PE 840