When the system is off, is the link light on the NIC on? If not, its not getting power and is not listening for packets.
They were not, as a matter of fact. Good call. I noticed they were on if I simply powered off with the chassis power button right after posting, but not if Windows shut down the PC.
For anyone else that comes across this, I had to change the following in Windows 10:
Device manager -> NIC properties -> Power Management -> uncheck Allow the computer to turn off this device to save power
System -> Power & Sleep -> uncheck Turn on fast startup
