Sounds like that ballast has a capacitor or condensor (same thing really) to hold a bit of charge with the power off. I'm not gonna disassemble mine to verify that, but a capacitor would be the usual source of a tingle (or jolt, if it's big enough) with the power disconnected.

We used to leave charged capacitors laying around the parts counter with tags reading "do not touch" as a joke. Some kid would pick one up and get bit. The rest of us would laugh our asses off. Those things can hold a charge for days . . .