You're forcing it off by continuing to hold the power button. You only need to press the button briefly to power it but must then continue to hold the screen. An even better way to power it on in preboot is to have the firmware loaded to Updater.exe with it's GUI visible on your desktop. Have a USB cable connected directly to a rear port of the PC (no hub). Ensure the zumo is completely OFF. Hold the screen and connect the cable to the zumo while watching the window next to USB Device on the GUI, immediately the device details appear press enter key of PC keyboard or click 'OK' on Updater. Keep holding screen until flash is finished or at least hold until 'Loader' or similar shows on screen.

You didn't have this difficulty when you flashed the Cure firmware because with 'System Software Missing' the device had defaulted to preboot anyway so when you connected it to PC you didn't need to hold the screen, just power it on for Updater to see it.