The only ones I can remember which killed the monitor power with the on/off switch were the old AT power supplies which have almost died out now. These had the latching type power button (mains).
The more common ones nowadays (ATX) power on with a momantary pushbutton via the motherboard. When windows shuts down it can automatically shut the PC power supply down with an ATX. The IEC sockets I have seen on ATX PSUs are only there for convenience and do not power off when powering the PC down, I'm not saying that this is the same for them all, maybe more expensive ones do??