Those adapters often have a capacitor across the output pins to filter some of the ripple in the DC that is left after rectifying the AC. A capacitor with hold a charge for a bit of time after the unit is unplugged from the wall if it has nothing attached to the load side.
Now you have some more things to study - capacitors and rectifiers. Keep this up and you will have the stuff I paid good money to learn in my first semester when I was in college.
Don't feel too bad about being snowed under by all the terminology, you can look on wikipedia and other places on the web and you should be able to learn what all this means. Not knowing your background, but it shouldn't take too long if you want to learn it.
And don't feel too bad, some of the old timers manage to mess it up and have to go back to class to remember some of this fundamental stuff that makes up the basics for all these electrical toys we play with.