So the reason it does this is Windows update requires a reboot. So it installs the patch, reboots AND THEN shuts down. If your missing the final shut down it's becuase something is preventing it or you started using it again.
Hu weird, this has done so on every single PC I own, including my work laptop and my Surface. No idea what could be wrong, guess some more advanced settings
Usually I've seen this be an issue on custom build rigs where bios might be out of date or something like fast boot is enabled which is known to cause issues in some cases where computer won't shutdown cleanly.