This area of powering up and down the bar has been kicked around many times.
Here you can use the Chat at samsung.com or 1800SAMSUNG but I want to write this area has been kicked around so much that I'm always checking the product manual to see what works this time. On bluetooth the last time you could not auto on/off the bar. Annoying thing. And for power off it would time out and power down many minutes later but only on optical.
This area needs work. The support folk need to not lead you on and build up your hope.
I recently purchased a 65" SUHD Series 8 curved TV and a HW-J4000 Sound Bar. I paired the sound bar via bluetooth. I have since tried to get the so called "Smart" Remote to turn on and off both devices. It will turn them off but only the TV can be turned on. I have spent over an hour on the phone with support, I even let them in remotely. No luck so the tech tells me a "product specialist" will call the next day. 3 days and no call, so I try email, no response. Anybody else having this or similar problems?