In the Menu under Settings > Remote be sure that HDMI-CEC is on for the wireless Joey.
As for the power off, if HDMI-CEC is enabled use the TV button to turn off the TV and then wait 5 minutes or so. Yes, wait. Then see if your Joey eventually shuts off. If so, then HDMI-CEC is working properly. And I use properly very loosely.
IMO, Dish broke the way HDMI-CEC should work over a year ago and won't fix it for some odd reason. Used to be perfect. Hopper/Joey power on, TV comes on. TV power off, Hopper/Joey off IMMEDIATELY.
It was that way for about a month then they introduced this odd minutes long delay. Not maybe 5 or 10 seconds which I could understand (to keep the DVR on in case you accidentally turned the TV off and did not want to lose what you were watching, especially if watching delayed TV), but minutes. So now it's one button press for on and TWO for off for us, if we are done watching TV at night, want to go to sleep and I do not want that green LED on the Joey lit. Just a nuisance for a while, but should not even have to be an issue.
Still shaking my head on this...