Thread http://h30499.www3.hp.com/t5/Printers-LaserJet/Duplex-on-LJ-M401dn-will-not-turn-off/m-p/6240829 discusses this problem.
It appears to be a driver bug, but you may be able to circumvent it by changing (via printer front panel menus, or Embedded Web Server equivalent) the printer power-on default for duplex.