Simple answer is... its not shutting down
If you clicking shut down in windows, the system goes through its fun little dance and boop the screen goes blank and all is quite.. then its shut down.
I couldn't tell you exactly why this would happen (i dont know your specs) but if i had to guess.. I would say an update of some kind is trying to configure itself or a specific driver wont allow the system to go out because (again) its trying to configure something.