I guess it really depends on the fixtures.
For example, I've more than once "been done" and the computer went down before the 64 LED Pros were shut down. But, on the same circuit are my Chauvet Q-Spot 150's. Typically I've got the Q-Spots in the default position: pointing somewhat down and to the left I think, with the shutter closed. But, when DMX signal is lost, including even disconnecting the MyDMX dongle, the Q-spot 150's don't move or change. Assuming the 64 LED Pros are "on", they seem to hold that for a little while. I haven't timed it, but let's say 10 minutes. After 10 minutes of no seeing signal, they tend to just go off on their own.
I would assume with the fixures you have, they must jump to some sort of auto mode when DMX signal is lost. Is there perhaps a DIP switch or programmable setting that puts it to "all zeros?". It's not unusual for buildings to kill the circuits that the lights are connected to, but it's usually just to make sure they are off and not wasting power, preserve bulbs, whatever.
Again, must be how the fixtures are or you overlooked something. I'm not doubting you are running your blackout scene before powering down.