To be honest, unless the light is really annoying (in which case you could just cover it up), or you don't want to use the power needed to light an LED, it can just be left as is.Personally I turn the power button off at the back of the PC after shutting it down and all my motherboard lights go out.
I have an old PCS PC so might not be the same for you but an option if turning it off at the plug is irritating.