So, when I plug my 520 into USB to charge it always seems to turn on and stay on.
Not talking about the data connection page either (I get that when I turn it off while still connected).
Is there some setting to control that?
This is just a usability fail of Garmin. It's the same with Garmin Edge 520, Garmin Edge 520 Plus and Garmin 530 (amongst others, but these are the ones I checked).
When the device is switched off, and you connect it to USB for charging the battery, the device will turn on and stay on.
But that's not all! The same will happen when you disconnect the power cable!
This is so annoying, really.