The opening question is pretty straightforward and boils down to why does Windows interfere with the user input during the shutdown process? It means you cannot manually resolve the reasonable shutdown questions offered by apps like you could do in XP for example, or any Linux version. You must abort each shutdown, answer the one open question, then try again, at which point you get the next one.
Unfortunately Windows 7 is littered with cases of new 'features' that actually detract from usability and productivity. Moving folders in Explorer when opening is my pet peeve, this one on shutdown follows a close second, having to go through the Network and Sharing Center for Dummies to interact with the network devices and with the visually pleasant but interfering graphic overload of Aero, are just a few examples.
FWIW I just tested the shutdown and it does block at the first application delaying the shutdown - opened Notepad and Wordpad, started editing a doc in each but didn't save, had a browser, couple of other apps open, then start shutdown. The shutdown modal UI comes up and when it has a program at the top of the list which is blocking the shutdown, it stops at that app. Any other apps remain below it in the list and do not attempt to shutdown or even get flagged as going to block the shutdown. So abort shutdown, closed Notepad, then shutdown again - now it is Wordpad blocking. Abort shutdown, close Wordpad, restart shutdown - now it is Outlook blocking. Yawn.
Not a good addition IMO and I haven't found a way to turn it off.