The short answer is yes. However that yes ranges and varies depending on the power supply. Some are in standby modes which consume a fair amount of electricity while others almost nothing (if its not warm to the touch then its most likely drawing little to next to nothing)
So That little green light that comes on letting you know the power supply is working is drawing an infinitesimal amount of electricity about 0.004W.
So Technically your correct it is, but nothing that's going to cause your electricity bill to go up.
Not to be an ass but here is an explanation i used for my grandma because she swore up and down that the red light on her phone charger was causing her electric bill to up 40 dollars
(turned out to be one of the neighbors that was stealing electricity from one of her outside plugs, that coincidentally started the day after she got a cell phone.)
If your interested...
An AC to DC power supply like the one one for your laptop, or smartphone only gives power to the device when its demanded upon. So if something is requiring power i.e. the laptop or smart phone needs to be charged or, the power supply will dish out the proper wattage to power or supply the current need of the device. This need fluctuates based on what the device is doing. Example
laptop on and plugged in power computer says i need 150 watts right now. The power supply says ok here is 150 watts.
You turn the laptop off but leave it plugged into charge the laptop says, ok i only need 25 watts to charge while im off.
or in this case the little green or red LED on your power supply letting you know it has power supply "is on, or works " but the cable is not plugged in to the laptop for charging, The LED in this case says hey power supply i only need 0.004 watts to power this little LED
aaand if you are really board and are completely fascinated by all this and want to dive into the world of electrical engineering
go here and read number 16 the 2nd post
http/superuser.com/questions/192478/does-laptop-charger-wastes-electric-current-when-not-connected-to-the-laptop