Voltage Supply Circuit
I don't actually see a question, but all diodes have leakage current. If there's nothing connected to one of the supply inputs the leakage current will slowly charge the caps until they reach a steady state voltage close to the other supply voltage.  If that's a problem, you could add some resistance before each diode.  

If you were to connect your other supply it's likely there would be enough impedance even when it's off so that the voltage wouldn't rise.