It’s up to the manufacturer whether they set the device to come back on at its last state, always be off after a power outage, or always be on. So you need to talk to them to see if it’s possible to change it.
It is quite common for these devices to be set to turn back on after a power outage because that’s the only way for the switch to work like a regular switch if your home automation system is not working. So it’s considered a safety feature when it’s set up that way.
However, some manufacturers do give you the option to do it differently, so you just need to check with them.
If it’s not possible to change the behavior, Some community members use a zigbee bulb as a “canary” light. They put it in a location where it’s normally turned off all the time. That way if that bulb comes on, they know there was a power outage, and they have a smartapp which turns off all their other Selected zigbee devices. It means the light would switch on for a moment after a power outage but then go off again.