I noticed the same. And when you plug your headphones in a shut down iPod, it comes back to life.
Wonder if the iPod automaticaly shuts down after the headphones are detached for a while... Gotta try.
My Pod's seems to get handier all the time!
iPods ALWAYS turn themselves off after 60 (maybe 30?) seconds, unless music is playing. Pulling the 'phones out pauses the music, thus the iPod turns off (well, sleeps or whatever) soon after. The same would happen if you left the headphones in and just paused.
So in a sense, turning the iPod off by holding Pause down is really just an "expert trick"... The "normal" way to turn off the iPod is just to Pause normally and let it do its thing on its own schedule