In the power down mode the chip consume less current because the nRF24L01 is disabled but all the registers from the Serial Peripheral Interface (SPI) are present and can be activated anytime. In the Rx mode, the nRF24L01 act as a receiver.
This is the active mode of the chip where it consumes power.
The Tx mode transmit the packet.
This is in the active mode when the packet is ready to transmit.
It remains in the Tx mode until it finished to transmit all the packet.