Microsoft has added a new feature called Hybrid Boot to current builds of the operating system which appears to be active by default. Hybrid Boot has been designed to reduce startup times after shutting down the computer. For that, the shut down has been turned into a hibernation like feature to speed up the next start of the operating system.
Dual-boot, or multi-boot system users will not see the default boot manager when they have shut down Windows 8 with Hybrid Boot enabled. They need to disable the feature to enable the old shut down option again.
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This is handled in the Windows Control Panel under Power Options.
To sum it up: The shutdown button in Windows 8 uses a feature called Hybrid Boot to speed up the next start of the operating system using a hibernation like system.
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