Try this first, there are many reasons why it can happen though:
1) Start > Control Panel > Power Options > High Performance
2) Start > Control Panel > Device Manager > Keyboards > select your keyboard > right click + Properties > Power Management > make sure the box is unchecked for "Allow this device to wake the computer"
3) Start > Control Panel > Device Manager > Mice and other pointing devices > select your mouse > right click + Properties > Power Management > make sure the box is unchecked for "Allow this device to wake the computer"
4) Close Device Manager window
Now try to shutdown.
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