Ok, OP, you don't seem to be perfectly clear on this, so: As it's been said, modern PSUs and motherboards keep some parts of the machine powered. When you physically cut the power, of course they won't be able to keep anything powered anymore, but there's a bit of charge left in a bunch of filtering capacitors. LEDs are very low-current stuff, so it's normal it takes a couple of seconds for them to drain the capacitors; if you had a little bulb there instead of a LED, of the same light intensity, it would burn through that charge so fast you wouldn't even notice it wasn't simultaneous with cutting the power.
Practical: if it's just light bothering you, well, press Num Lock to turn it off.
If it's bothering you to know that your computer is not completely off, do that footswitch thing with an extension cable.
I have no idea why this would suddenly start happening at some point, if you've been using the same computers the same way for 4 years. Mysteries!