Apple wants the computer to be able to wake up on its own in order to fetch new emails and such. Just a few minutes ago, I used Screen Sharing to connect to my sleeping MacBook from another room to check for updates based on this article's recommendation. Quite convenient, but it does imply that the OS keeps the keys around.

I'd bet that if you turn all that stuff off, they keys are scrubbed. That could be a good compromise instead of turning the computer completely off all the time.