How do toys say goodbye when their (multi-position) mode slide switches are set to "off"?

[38034580]

One of my son's toys have a mode switch that's Off-Words-Lettters-Music. For the right three positions, it enters the relevant mode. When it's off, it chimes in reverse and says "See you next time!" then turns off. Another toy is a clock: it has a mode switch that's Off-Volume_Low-Volume_High. When slid to the right 2 positions it starts up in the relevant volume setting. However when it's slid to off it says "Now you know how to tell time. Goodbye!" then turns off. How is this possible?

[NF-A12x25]

The switch is probably connected to the logic board rather than creating a direct circuit to the battery. Because of that, it’s like a PC case: sliding it to “off” (like pressing the button on a PC case) sends a signal to turn off, which also triggers a message in the case of the toy.

[mariushm]

It's a soft power off - the switch doesn't disconnect the power, microcontroller monitors position of the switch and when it detects the switch in the off position, it plays that sound and then goes in its "sleep" mode. It will still consume some really small amount of energy ... nanoamps or microamps.