That bug is as old as Windower itself, which is why no one has reported it yet on this brand new forum 
It's almost universal, with very few sporadic exceptions, but we have no idea how to fix it. To avoid that, use //terminate instead of /shutdown, it will immediately kill the game process.
Also, this forum is mainly for support as to how to use Windower, or if you're unsure about whether or not what you're experiencing is a bug. For actual bugs we have a (searchable) bugtracker, where that bug has also been mentioned multiple times.
We would like to fix it eventually, but it's a very low priority to us, as it can be easily bypassed with //terminate.