When I was younger, the power went out and one of my electronics said something that I can't remember. Why and how did that happen?

No, just battery operated.

Yeah, that’s the ticket. It was haunted.

the “haunted” part of it was a joke LOL

ok

But I’m serious, the electronic board game was just sitting on my shelf TURNED OFF and it literally played audio right after the power went out

Lots of electronic equipment has a capacitor inside. That’s a small thing that sits on the circuit board that retains and regulates the amount of current that is fed to the main circuit board (the guts of the machine).

It’s possible that when the power flipped out, there was just enough power saved in the capacitor to make a half second of sound. Although why then? Hard to say.

Capacitors can store energy for a while even when an electronic device is powered down.