The disc tray should always close when powering off the player with the remote or via the power button on the player.
Make sure that the player isn't losing it's power supply by shutting off the power via a power strip or by pulling the plug.
If you are simply using the power button properly, then you may want to try the following options...
a) reset the player to factory default settings and then power cycle the player.
if the problem remains then...
b) make use you have the latest firmware installed, and when doing so, try doing a reset to factory default settings after you upgrade,
to help ensure that the player gets a full reset of fresh values to help eliminate any residual code left from old issues.
c) even if you already have the latest fw installed, you can try re-installing it use the USB method, then again as above,
re-set to factory default settings and power cycle the player.
After you have tried all of those things, if the player is still not functioning properly, contact Oppo support
with your issue and see if your player requires service. http://www.oppodigital.com/ContactUs.aspx