The only info I could find is page 46 in your manual:
"Onboard Devices Configuration" there is a configuration to turn RGB Led Lighting on during sleep states. A setting here might not be configured properly.
I'd suggest contacting Asus technical support and ask them about this.
Thanks for the suggestion. That's where I went to set the functions. So I set the RGB LED Lighting to On and the "In sleep, hibernate, and soft off states" to off, but it still persists when on sleep and off.