I think that's just the current leaving the tubes, while it's crackling you should notice that the orange (or bluish) glo in your tubes fades. I believe what you are hearing are the electrons settling back down because of the power cut. I might be wrong though, but my amp does the same thing. I also get a slight hum from the tubes when the amp is on. Another person on here once said that it was just "Lightning in a bottle" becuase I asked the same question, only about when the amp was on, not being shut off. If i'm wrong, i know someone here will correct me. Hope this helps my friend.
-AJH