This is just a fact of life with zigbee devices. Zigbee as a protocol was originally designed for “always on” sensor nets, it moved into home automation gradually but still has the “always on” assumption.
Some community members have other devices set up to trigger activity if power goes off, then on, and then can use this to turn off all the lights again.
The only problem with this is the obvious one–did you really want all the lights to go off again right after the power just came back on?
It’s a personal choice as to which situation you’ll find more annoying–having to turn off all the lights you want off again, or finding yourself standing in the dark.
Speaking just for myself, I’d just hit my Goodnight mode again, it turns off everything I’d want turned off when I was going back to sleep.