External drive does NOT power off

I have 7 WD external hard from 500G to 4Tra and one Toshiba that is a gift, I am using windows 10 and when I use Safely Remove hardware and eject media option on my laptop to disconnect my WD one, even after it says it is safe to remove hardware , the light on the drive start to blink and the drive looks like is working, you can feel it by touching it , and It takes at least 30 minutes for light to go off and if I remove the drive before the light goes off, sometimes some files get damaged even if it says it is safe to remove , but with my Toshiba one , as soon as it says it is safe to remove, light goes off and it stops working and I can remove it without any harm . What the drive is doing ? It happens even if I shut down the laptop ! Whay ?