Not the exact diagram I used originally, but this one will still show you the pins to disable or remove
https://www.psdevwiki.com/ps3/File:Usb-pinout.png
You need to disable/remove the +5v/VCC power. This will then turn that USB cable into a data only cable. As your hub is a powered USB hub this won't matter. Thats why when the PI is off its still powered as the hub is now feeding +5v back into the PI. Not a great idea as its not really designed to be powered from a USB connector plus the problems this could cause with too much current draw through the USB connector that the PI needs
Either by removing the pin that supplies +5v in the USB plug to the PI or carefully peel back the cable insulation and snip the red wire for the +5v