That also happened with my N86. Unplugging the power supply from the power outlet and the N86 still claims it is charged. I once left it to see, when it would stop and it kept saying charging for another like 30 seconds, then it stopped and displayed the message, that you please unplug the power supply.

I think this is pretty normal and not scary after all. A possible explanation could be some capacitors that are discharged slowly when unplugged from the power.