The reason early Z-4000's did not fully shut off is what is called 'leakage current'. It resides in the circuit until power is fully turned OFF. The way you can tell if your transformer behaves like this, or has another problem, is to look on the left rear product label. The serial number is the clue: if it starts with 0398XXXX - that Z-4000 has leakage current. It is of no concern, but if you want it corrected, Don, at MTH service can do it. Other techs might also have the two diodes needed.
bruce