This is a Windows problem. I forgot the command but best is to really shutdown the windows with a .bat file executing that command.
But be aware there is no $PATH or anything, its very weird. You need to specify the directory of “shutdown” and then add the arguments for a full shutdown.
Press on that file instead of your button. Also solves the “my pc drains battery when off” annoyance
this is hillarious Fedora Mods /system