Yes, assuming the circuit is working correctly. The big blue is nothing more than a large bypass filtering capacitor that sits on the output of the AC-DC bridge rectifier and smooths out the ripple left behind by the bridge. With a load on the output (board plugged in), when power is turned off, all the charge from the cap should travel to ground. If everything is disconnected and there's no load on the output, it's possible the cap could hold a charge. But then there might be shunt resistors in place to prevent this.
I know the dummy load on monitor chassis work differently, although there are similar shunting circuits that discharge the dummy cap upon power-down. If the shunting circuit is damaged, then you get a nice little charge waiting to discharge across your fingers! Ouch!