The short answer is no, it's not true that Windows shuts down without notifying programs when you use shutdown /s
.
EDIT: as pointed out in Harry Johnston's answer, that actually depends on whether you allow a timeout. I always use shutdown /s /t 0
(timeout 0 seconds), since the default is 30 seconds and I don't want to wait a while before anything happens! Incredible as it sounds though, using (or defaulting to) any timeout period is inextricably linked to horrifying save behaviour: Windows will actually then force-terminate your processes without offering you the chance to intervene! And this horrifying behaviour is even by design! (See the usage output from shutdown /?
.)
My answer is for shutdown /s /t 0
, meaning you are not expecting to sit there for up to 30 seconds before anything happens.
You may demonstrate for yourself that Windows notifies programs. Just edit a text file in Notepad, and before saving your changes, issue shutdown /s /t 0
. When the shutdown starts, Notepad prevents it, showing that it has received the notification from Windows:

If you then press Cancel (or if you take no action), you are returned to your Windows Desktop, where Notepad can be seen prompting for save:

However, it may be that recent changes in Windows shutdown have introduced a more subtle bug: in what I believe is an attempt to mitigate its annoying shutdowns for updates, Windows has relatively recently acquired the habit of attempting to restore my programs from last time, a feature that doesn't work too well and which I detest, and so I always use shutdown /s /t 0
and shutdown /r /t 0
instead of the Start menu (because thankfully that bypasses the program restore bit). But recently I've noticed that on launching Chrome, it often now reports that it was shut down incorrectly, which does support the idea that Windows has acquired a defect in this area:

But I've never seen a complete failure to notify running apps that would fail the above Notepad test, not in any version of Windows. For information, this is my current version of Windows, as reported by WinVer (I've heard of general problems in version 2004 so I am not moving to that yet):
