After 3 days of fighting with this U5 (I have two other U5's as well) I finally got the U5 to turn off by double checking all CEC connections and insuring they are off on the Samsung TV and on the U5 as well. I then turned on the CEC virual and the U5 now turns off when I turn off the TV with the BT-400. Thank you for all the help!
Now I still have issues with this same box turning itself back on ramdomly during the night (each night it only turns on once. I shut it off and all is well until the next night.) I have shut off CEC on both the Samsung TV and the U5, I have changed HDMI cables. I have restarted the U5 and I changed the power supply but no luck. The power button is set to shut off. Today I found another setting on the Samsung "Auto Protection" that was set to two hours. Apparently it acts like a screen saver and does the following:
"If a still image is shown on the screen for longer than the time you selected, the TV will automatically activate Screen Burn Protection to prevent burned-in after-images that may damage the screen."
I have set this to off and I will see tonight if that fixes the issue. I do not have this issue with my other 2 U5's connected to an LG OLED TV and an old Panasonice Plasma TV.