This is expected behavior.
Windows 8 has a new form of shutdown which is also present in windows 10, which closes all programs and then hibernates the computer so the next time you start windows it starts very fast.
This is the same reason why it takes much longer to reboot the PC than to power off and then power on.
Here's how to disable the Hybrid shutdown (also known as fast startup)
- Right click the windows startmenu button and choose Power Options
- click on Choose what the power button does
- If at the top there's a windows UAC shield with Change settings that are currently unavailable, click it and give a Yes or password to reopen the dialog with administrative privileges.
- At the bottom below Shutdown settings it will say Turn on fast startup (recommended). Uncheck this and press Save changes
Now, when you shutdown your pc, it will shutdown normally, and it won't go into hibernation.