your installer probably programed the remote specifically so it would not turn off the cable box. Its just one less thing to get out of sync, And as a former installer, anything we can do to make the system easier to operate the better. The main reason we do this is because most boxes do not have discrete on/off codes.
If you have the cable for the connecting the remote with the PC, you can upload the current program from the remote and save it on the pc and someone else can add in the macro command to turn off your cable box if you think you really need it. Depending on how your installer programmed your remote you might also be able to go to the cable box page and simply hit the power button. You might have to go through the pages and look for it also if the hard button doesnt work.