Hey,
Optimole does not have the mechanism of caching or saving the images in your markup while is OFF. If you still see them embedded there are two possible issues:
1. You use a cached version of your site or you load images from a cached CSS file. You can check this document for this case
2. You have directly embedded/saved the Optimole replaced images into your databases.
#2 is highly unlikely to happen, but you can check that on your end, most of the time #1 is the root cause.
Let me know how this works, I would be happy to help you solve this issue.