On Windows 10 1809, Ai Suite 3 1.05.14
Just noticed this once I updated to Windows 1809 so I'm pretty sure its a conflict with that version.
If you have setup Auto Fan Tuning in Ai Suite 3 Windows will no longer fully shutdown, It will go through the normal shutdown steps and the screen will go black, but the lights stay on and all fans will continue to spin, this will continue for 5 minutes, after that it will simply shut off, and won't turn back on if you clicked restart.
So it seems to be a conflict with the latest Windows 10 update and something to do with Auto Fan Tuning.
I have tested this on a completely fresh installation of Windows and get the same results.
From my testing uninstalling Ai Suite 3 fixes the issue, and installing it again still results in no issues until you setup Auto Fan Tuning which causes Windows to not shutdown completely.
My motherboard is a Asus Z170-A