Is there no way to turn off a control?

you mean a remote control for like a TV or DVD player?
Most are only on when you press the button and when you release the button it's off.

The more high end universal remotes might be different.


For a wireless console gamepad, I would imagine there is either a switch or that it should auto off when no one is using it
 
Based on my observations, as has been said, Im pretty sure it goes into a power save mode after like 5 min, and off after an hour.
 
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