I really have no clue, but I'm just wondering, is it really that big of a deal? I mean if you had to reboot a lot I can see why it would be annoying. But if you're just turning it off then you can just walk away and let it do its thing.
But let me see if I understand you correctly. Windows shuts down, then the screen goes black but the power is still on for another few minutes. Am I right? Just a shot in the dark, but maybe it has something to do with your hardware. Maybe your RAM is just slow for some reason and it takes awhile for all the data to clear out. I don't know.