I just hooked up an external Kingston SATA drive with a SATA-USB adaptor to my Pi 2B. I powered the disk from a separate USB hub, the Pi had its power from a common micro-USB PSU.
Then something a bit scary happened: I unplugged the Pi's PSU, and... it kept running. Dumbfounded, I unplugged the network cable, because that was hooked to a PoE switch, although if the Pi could be PoE-fed I would have noticed by now.
But it kept on running, and did so until I unplugged the external HD. In other words, the Pi was receiving power over the data cable from the HD.
It doesn't boot when I plug in the HD, but if I jumpstart it with the PSU I can plug it out and it just keeps running on the HD's power.
The main question here is: is this normal, or is there a chance that the Pi has a defect?