Can’t turn off Roger Pen.

I was watching TV with my Roger Pen and docking station. I was charging it at the same time as using it.

When the audio cable is attached to the docking station, I can’t turn the Pen off. I have to either unplug the audio cable or unplug it’s charger to turn the Pen off  

Anyone know?

I’ve tried 2 docking stations and I’ve ordered another cable.