[Steam] Machines, if insufficiently powered, will continue to operate and waste energy, until they are turned off by right-click with a Soft Hammer. (a Wooden Hammer works)
As for continuing to drain Steam when inactive, [Steam] Machines contain an internal energy buffer that they will fill when inactive. So it's not using energy when inactive, it's refilling its internal buffer for use when you turn it on again.
As for the steam GUIs, they use a clone of the standard machine GUI so there's a few unused slots hidden at the bottom of them (no visible slots show, but if you mouse over, they exist). As for the Steam Boilers, red bar = heat, blue bar = water, grey bar= steam; one set of inventory slots for Water input, one slot for Fuel, one slot for [Dark] Ashes output.
Steam Machines do not store "Steam" internally; when Steam is pushed into them it is cut in half and converted to stored energy. I don't know how that shows up on an energy scanner panel.