On certain HP products there are things in the Bios like Remote Management Capability, AMT, Intel Management Engine (ME) and other software stuff.
I accept the Wake on Lan, but saw too the possibility that even with your PC apparently powered down it is not switch off, as in the accepted meaning of the term off.
The motherboard might be able to communicate with HP and possibly Intel even though you thought you had switched your PC "off".
I suggest you go through your Bios settings with a fine-toothed comb.
This Remote Management would be an advantage for large corporate clients. Unfortunately the likes of Google and Amazon have a track record of secretly collecting data from your apparently dormant equipment.