I noticed that my PC has been logging me in instantly upon reboot. I wouldn't get any verbose messages like I'm used to when logging in, I would just hit ENTER and immediately my desktop would appear.
I discovered that the following setting was turned on:
I turned that off and I also went to Power Options and disabled Fast Startup, to ensure that a shutdown would be as close as possible to the "real" shutdowns in previous versions of Windows.
I restarted and this time, I got the traditional verbose messages leading up to "Preparing your desktop" before actually seeing my desktop.
However, the Windows Security logon screen still says "Press CTRL+ALT+DEL to unlock" rather than "Press CTRL+ALT+DEL to signin". As previous versions of Windows say "Press CTRL+ALT+DEL to logon (or use the Windows Security button, etc.)" when nobody was logged in and said "Press CTRL+ALT+DEL to unlock this computer" when a user was logged in, I can only surmise that even with the "Use my sign-in" setting toggled off and Fast Startup disabled, somehow I am not being completely signed out, as otherwise I would see "signin" instead of "unlock" at the Windows Secure logon screen.
What other settings need to be changed in order to make Windows truly log out upon shutdown/restart, so that I see "Press CTRL+ALT+DEL to signin" instead of "Press CTRL+ALT+DEL to unlock" as I see now?