To further the explanation, lithium batteries need to be carefully regulated when charging. The chips that do so need to have some sort of smartness for control. The CPU provides this smartness, telling the chips how and when to charge the battery. In order to get that control, it needs to actually power the system on.
Most phones and other small electronics, when you plug them in, detect that they're only being plugged in to charge and boot to just a tiny little microkernel which does nothing but monitor the battery, and maybe display a charging animation. If you hit the power switch, it stops charging and starts the boot process in full, or if you pull the charging cable it simply shuts itself down.
The Pandora has the ability to do this as well (as far as I can tell) but they haven't built this microkernel that only does charging yet. It'll get there eventually, they just had more important things to worry about.
