I think it should shut down, maybe there is a setting somewhere in a menu.
There is the option on some hard drives to update the software inside the drive to make it quieter or save power - this is the case with my Tivo which stays on all the time but you can load different firmware on the drive to make it quieter.
Find out what hard drive is fitted and see their website for any software that might change the settings.
Good luck,
Keith.