The_fool,
I don't blame Garry as much as I do Steam/Valve
Lately, over the past month I'd guestimate, if I've run Steam and then use the 'Shut down' button to turn off my computer...it will power down the hard drives, power down the video card, but NOT the CPU/FANS/Power supply.
If I don't run Steam, I don't have this problem.
If I've run Steam, but have shut it down at least 3-4 minutes before using "Shut down" on the pc...its a 50/50 chance of whether it properly powers off or not.