Yes, that is how this OTG w/USB Power works.. as you can see the "USB Power" comes out of the USB Host connection (not the 9Pin Micro USB plug), so therefore the USB power is for powering the USB drive or device you are connecting to the Samsung Device... this is generally used for USB Hard Drives that require extra power to turn them on, etc.
If you wanted to have a USB Drive plugged into your NotePro and also Charge the NotePro you would need something with the USB Power coming from the USB 9Pin connector. I do not believe such a cable exists or is possible... but I could be wrong.
Samsung Galaxy S4 LTE (Black) Unlocked
ROM: Project-X LMS v8 ROM + Mods + Additional S5 Apps
Firmware: ADAM 2.3
Samsung Galaxy Note Pro 12.2 LTE (Black) Unlocked
ROM: Stock 4.4.2 Official Firmware