RPi stays powered from HDMI?

[LouF]

This was surprising...

Short story: I shutdown my Pi/Retropie, and I noticed the power light was still lit. I know, definitely, that the AC-DC power pack line power was shut off since an additional device is on the same power, and the switch has an indicator light (that was off). The only thing I can figure is that is is getting power via the HDMI port. I have never noticed this before, and I am 99% sure it did not ever happen before because I can see the RPI's power indicator light (and never noticed it lit after it was powered off).

Back story (necessary to know):
I had a 1st Raspberry Pi (RPi), and it is (partially) described in my signature (which is currently not in use). I just got a second RPi (4B, 2Mb - "same" as my 1st one). I transferred the micro SD card to the "new" second one and have begun to use it. It has booted, run fine, etc...

The connected video and audio is via HDMI, and it goes to an HDMI to RGB converter that supplies my TV with component video and the corresponding audio. When I shut off the TV, the RPi's power light shuts off.

Here are some conditions I am suspicious of: The 1st has 5.4.72-v7l+ kernel version (per updating via RetroPie menu in EmulationStation (https://retropie.org.uk/docs/Updating-RetroPie/ and per https://retropie.org.uk/forum/topic/26628/audio-issues-after-latest-raspbian-updates-june-2020). The 2nd RPi got the micro SD transferred to it from the 1st RPi; it booted, ran fine, etc... The 2nd's kernel version (from uname -r) is currently 5.10.11-v7l+. Unless I never noticed it happening before, this is the only major difference between the two.

Worth noting as an unknown: I received the 2nd RPi from another person, and it likely was not built from a pre-made SD image from RetroPie, and it was received without an SD card. (The reason I am using the 2nd one is that it has had an external antenna modification added to it...so this person is likely not a novice user, and this may allude that this 2nd RPi has had particular configurations/installations with incompatibilities to the software/configuration I am running on it from my SD card.

I repeated powering off a second time, and it has done the same thing - power light stays on until the TV is shut off. If the TV were never on, the RPi power indicator goes off with the switched power pack power.

And finally, should I use Update from RetroPie menu in EmulationStation on this 2nd RPi to make the two as interchangeable as possible?

I am not very concerned, but I thought it might be of interest to someone. I would, however, like to correct it if possible.