The issue was that I was using this adapter.
It is a USB to 6 prong KB adapter. Idk why I was using it, was just lying around.
So while using this adapter the KB Led's always stay on even when the PC is off and when I am not using the adapter the LED's turn off with the PC as it should.
Side note: Using this adapter lets me turn on my PC by pressing any key on the KB when the PC is off. This was actually really cool because I am a fat and lazy gamer.
When not using the adapter I cannot turn on the PC with the KB.
I have just discovered this and if I come across any other discoveries I will post but is there a known way to turn on the PC with the KB without this adapter? I would love to still be able to do that however I am not going to use the adapter because of the wear on the LED's being on 24/7.