Electricity consumption of electrical machines - why do they consume electricity when they are not turned on?
"Turned Off", can (unfortunately) mean different things, it may refer to the device still having power available but in a low power standby mode, where consumption is minimal. Many consumer devices do this for various reasons, such as waiting for a remote signal to turn on.  

If power is completely cut off (e.g. the circuit is broken) then the device cannot use any power. Switching off a device by switching the wall socket or unplugging would be an example. Also many devices have a main power switch as well as a standby switch (e.g. a mechanical switch at the rear). This is what I understand as "turned off".

The USB hub will consume less power when not loaded (ideally almost none, probably a few mA)
It's efficiency under load will typically be around 80% if using a switching converter, this will vary a bit with different loads.