It was turned off - yet it still exploded.
ATX Powersupplies are only turned fully when not connected to the power outlet, or when the powersupply has a switch itself which is powered off.
You can see this by looking at the led on the mainboard indicating power. Mostly all USB ports get power as well even when computer is turned on.
Check for burned connectors/cables before replacing the powersupply to be sure it was no shortcut from any other device...