Minor PC Issue

So I just built my PC two weeks ago, and iv had this issue the entire time. Whenever I turn my PC off my mouse, and headphones LEDs stay on. Stranger my keyboards LEDs do shutoff. The only fix i have found is basically hitting my PSU switch.

Also all if the USB peripherals are through my mobos USB 3.0 ports, so maybe it's something wrong with the mobo?

Any help would be appreciated.