Why do my speakers save me power?

The difference may have to do with that power factor change. Those well acquainted with Ohm's Law for DC circuits (including me) are easily confused by the complexities of A/C loads. In this case, your 20W of drain is more efficient at PF 100% than your 15W at 95%.

As an Electrician, and without the devices in my hands, I would say the reason for the drop in consumption is down to power factor correction. Fluorescent lamps have a capacitor to counteract the inductive choke (transformer).

It's been 25 years since I studied this, but I think 90 decrees is the perfect correction factor. Therefore the drop from 100 to 95 is half way there. Please note: I really cannot remember fully and I could be completely wrong about the 90 degrees.

I recommend leaving the speakers plugged in and help save the planet. :-)

Hope this helps.

I'd say it's unlikely you're truly using less power when they're plugged in than when they're not.

You've commented that you're using the same power when they're off, or not plugged in at all, but the number goes down when you turn them on.

My initial thoughts are that your power meter isn't super accurate near the zero end. If it's anything like the Kill-a-watt units, they claim up to 0.2% accuracy (1% typical), but don't provide a minimum reading.For example, the 110V version says it's accurate to 0.2%, but doesn't say over what range, 0.2% of full scale is about 4 Watt, 1% is 18W.

Things to try.
1. Load the powerboard up with something of at least a couple of hundred fairly steady watts, then plug the speakers in and out and see if the change is the same.
2. Do the same measurements with the audio source connected and disconnected, to eliminate the loading issue.