Shutdown button (Start Menu & Login Screen) logs out but doesn't shut down in Windows 10 Desktop PC

To make the shutdown buttons shutdown the PC you have to change some settings in the power options.

1. Navigate to Control Panel\All Control Panel Items\Power Options\System Settings
2. Click on the text which says "Change Settings that are currently unavailable"
3. Uncheck "Turn on fast startup (recommended)"
4. click "Save changes" at the bottom of the screen