Windows does not shut down when pressing enter

This is most likely intended keyboard-focus behaviour, although it can feel like a regression. The Power menu does not have a separate confirmation step: moving the mouse over Shut down does not necessarily move keyboard focus to it. Pressing Enter activates whichever command still has keyboard focus, which may be Sleep.

So using the mouse to hover or visually select Shut down, then pressing Enter, is not a reliable input sequence in the current menu. There is no Windows setting that makes mouse hover over Shut down transfer keyboard focus to it. If this definitely worked differently before, restart File Explorer from Task Manager, install pending Windows updates, and test again. If directly clicking Shut down with the mouse also puts the PC to sleep, that would be a bug. Otherwise, this is a confusing design choice rather than a shutdown failure.