Question System turns on when power connected

Just put this system together. Some parts are used some are new.

I couldn't find the front panel on the motherboard (it's unlabeled I think), so I didn't plug the power button in.

However, I accidentally flipped the PSU switch and the PC turned on. It turns on every time the switch is flipped on? Why?

I5 3550
Chinese RGB cooler
Dell Optiplex3010 board
2x4gb Hyperx 1600mhz
GTX 960 2gb MSI GAMING
Seagate 750gb HDD
SeaSonic M12ii 520w Bronze
Thermaltake case.

The PC boots to bios fine and all hardware shows up.