It’s become almost habitual to turn on a powered down Windows Phone by connecting it to mains power. It has been that way from the very start, back to Windows Phone 7, and it has been much often maligned. The fact is with each supplemental update, features no matter how small are being added to the OS, and some are not included in any change logs, but left to users to discover by accident like this one.
Now this feature did not appear when I installed the GDR3 update via the Developer Preview Program, but came with the HTC firmware update that followed. What happens is if the phone is powered down, it vibrates and the HTC splash shows and then a charging symbol/animation quickly, if you power down the phone it will show the charging symbol for a moment after the “Goodbye” message. Big difference is that it takes a good long press to start the phone up when it is on power and off, takes a little getting used to.