It's because your keyboard is still "live" because the USB ports (or at least some of them) stay "live" after shutdown for the owner's convenience (eg charge a phone or some other USB device without having to turn on your PC).
Unplug PC from wall-socket if you don't like this, or look in BIOS settings (I don't know where exactly).
But it's nothing to worry about, it's normal. So if you can live with it don't do anything.