I may have answered my own question on this today. I left the shuffle plugged into the port while charging and closed the cover of the PB. Upon my return later I found the shuffle to indicate a fully charged condition even though the amber light on the shuffle showed no indication of charging with the cover closed. I'll try it again after running the shuffle battery down a bit more.
Yeh the laptops go to sleep when their closed, and power to ports goes off.
What you can do is not to put the screen down, but set the display and HD to sleep. This saves some battery (if your not connected to the wall), and power to the ports remain on.