Why does my power supply show a signal on the oscilloscope when off?
At 50 Hz, you're picking up mains hum.  

The voltage you're picking up is quite high though.  This is often the case if your oscilloscope ground lead is not properly grounded (ie to mains ground). Since your supply has isolated outputs, you aren't connected to mains ground.  When the power supply is off it's just acting as a big antenna for that 50Hz hum.

Still, 2.48V p-p is quite a lot, are you sure your probes not in x10 mode?