The fact the device turns on when you attach it to power is expected behavior. People normally do not power down their devices much at all any more, but the iPhone should charge when turned off. It does not, however, display any outward sign that it is charging. I can't say what Apple wants, but might ask why you wish to turn it off to charge it. It is not going to make any difference in the speed that it charges. And, if like most, you charge it overnight when you go to bed, if configured with iCloud backup, it will do an automatic backup of the device daily when it is connected to wi-fi, plugged in, and the screen is locked. That minimizes the amount of data one might lose if there is a problem with the phone.
EDIT: To test, I went ahead and plugged my iPhone in to charge while typing the earlier response, and then powered it off. It was at 84% battery. I just unplugged it, and turned it back on, and it was at 87% battery. The device was charging, but since it was turned off, no power to the screen, processor, etc., there is no way to display anything about charging status. The only way to display that is when the device is powered on. Any while other phones may be able to do that, the iPhone does not. If you are powering it off to keep from being disturbed overnight, then you can use Do Not Disturb to prevent that. If I'm not understanding what you are trying to do, please explain.