Not happening here, although I don't have CLRs connected but a normal pair of studio monitors.In the past when I would power down the AF3, the CLRs never really made much of a peep. Now, on 15.1, they thud.
I don't think the "soft off" behaviour is influenced by firmware. I'd expect it to be a small circuit at the outputs, as it needs to be active instantly after you turn the unit on or off.