By default, when the bulb's physical switch is turned off and on, the bulb turns on, regardless of the setting configured in the app.
It behaves this way to avoid confusion when using activation from the app or the physical switch.
You can change this behavior by going to the bulb's settings: Select "More", and then choose "Power on behaviour". Enable the first option, "Do Not Disturb".
This option means that if the bulb has been configured to be off, in the event of a power outage, it will remain off when power is restored.
With this setting, there would have to be two consecutive power outages (lasting a few seconds...) for the bulb to turn on.