Windows, by default, doesn't fully power off when you tell it to shut down. Windows Update can wake it up and install updates, and then leave the computer running when it's done.
I believe there are some registry and/or group policy settings to disable this feature, but I'm not sure specifically what they are.
An option in the meantime is to hold down the left shift key while as you tell Windows to shut down. This should force a full power-off.