I don't know if it is a Windows issue or what it is. One user had this problem and I didn't found any malware or virus at his computer.
SFC didn't found any issues and the disk integrity is fine, so I searched some IT forums and found this and it seem to "solve" the problem.
- Open "Run" and digit "gpedit.msc"
- Go to "Computer Settings > Windows Settings > Security Settings > Local Policies > Security Options
- search "User Account Control: Run all administrators in Admin approval" and set it to ENABLE
- Open "Run" again and do a "gpupdate /force"
If you can't turnoff after the gpupdate then kill and rerun "Explorer.exe".
After the reboot PC seems to not lock the shutdown command anymore but I really don't know why this happened.