What it is right is that when u switch off u have a small chance of a "Transient Current" running back up the line and into yr ps2.
The chance is pretty small and the ps2 Power supply would stop it anyway but I guessss that yr m8 is just a bit mad, infact totally insane!!..
Maybe twenty years ago but these days things are tested for transients before being sold.
Tell yr m8 to go back to Russssia.