Bumping this because I have the same issue on a much more recent build:
Ed.: Win10 edu V.: 2004
When I use the win10 desktop environment to shut down via start menu, the computer does some kind of reboot and I'm presented with the login screen again; system power never actually switches off (and I never see my grub bootloader).
When I run cmd.exe w/ administrative privileges, and run: shutdown /s, the computer will shutdown successfully and power off. I also dualboot a debian distro and that's able to shutdown just fine.
My system is a Dell XPS 13 9360 in case it could be hardware related.