Hmm, Do you have hibernate or any other power management settings disabled?
I tried setting it to "Close Program" and then Streetdeck actually closed and forced a Windows shutdown.... Interesting.... I've not tried the other settings, except "Power Down"... which does exactly as I've stated before.. Just counts down and then returns to the home page of Streetdeck....
Reformat system to fix problem =). I do not have that problem with streetdeck it shuts down for me.