Why?

It's quite possible to check if a phone is transmitting, without even opening it.

Additionally, it is usually possible to see what parts of a device are consuming power (or at least have current).

Though, it might not be transmitting all the time when off. Imagine a schedule when a switched off phone transmits once a day, at a random time. Although it is not impossible to record such transmissions, it isn't quite simple.

It doesn't need to transmit. Perhaps it is just listening and recording signals from cell towers, wifi, gps etc? When the phone is turned 'back' on by the user, it could then transmit these at will.

Spread spectrum, if done properly ands below noise level, is virtually undetectable - especially if he noiselevel is dynamically measured, rather than just modeled.