They are most certainly on. If you put a voltmeter on the high level output terminals, you'll read a voltage. Of course there's no current because a speaker is not connected.
There are at least two windings (off the main transformer) that supply the power amp section. It would be really cool if those windings could be switched off when using an external amp. The whole unit would be quieter. However, this likely isn't practical because many want an amp for only the front three channels.