Not sure why they keep spinning but disconnect the USB header from the motherboard, do they keep spinning? The Pro should only be drawing power from the USB header when the PC sleeping.

If they do continue to spin then I assume there may be a fault with your PSU or motherboard where it is not cutting the molex/rail power when going in to sleep. Not sure what MB you have but perhaps this is a feature you can disable although never seen such before. Perhaps the rail you have the Pro connected to is faulty, try using a different rail as well. Again I have not seen one but perhaps your PSU has a feature which keeps certain rails fed with power even during sleep.

If they do stop spinning then you know that they are still drawing power from the USB header which as you rightly say is wrong. Do not beleive there is an option to keep the fans powered during sleep. In which case I would say the Pro is faulty unless I am missing a feature here?

Same test giving same results but leave the USB header connected and disconnect the molex from the Pro when in sleep (you will probably have to remove the unit to be able to access the molex connector on the back of the Pro easily or use a short molex extension. Again, if the fans stop then you know the PSU is still supplying a load on that particular rail which it should not be. If the continue to spin then they are only being powered by the USB 5v header which again should not be powering the fans.

Also, not that it is a final solution as I think there is an issue somewhere here but try setting the min voltage on the fans to 7v or higher and see if they keep spinning then.