Got a 2TB MyBook Essential but it doesn't completely turn off

WD External Drives WD Portable Drives
1

I got a new USB 3.0/2.0 (only need 2.0 though) External Essential 2TB drive.

I got it to use with my bluray player since my last drive was too small.

But like the old drive, it turns off when my bluray player turns off, BUT I do still hear the fan running. 24/7. Why? Is that bad? Will it use a lot of energy? Shorten the life?