Ah, solved the reason why my GO 450 remains on when PC is powered down. Turns out it was a BIOS setting. Now when PC is turned off the GO is off as well.
However, I noticed that at the moment the GO turns off there's a small "thump" sound from the speakers. And upon power up, there's a slight hiss/scratching sound which goes away after 1-2 seconds. Anybody else getting this?