My biggest issue with Windows is updates. They always catch me by surprise when I want to shutdown. I would not be happy with not being able to upgrade to a new version. How we dong with helping kick the Linux habit? In reading the post so far, not to well.
There's an option to shutdown without installing updates though. Although typically, I choose to restart the computer when I see an update is ready to be installed. I have BitLocker with PIN+TPM enabled, so after installing it sends my computer back to the BitLocker password screen. Then it sits there for ~3 min and then it automatically shuts down. The rest of the update is done on startup.
On my work computer there are not indicators/different buttons for shutting with or without updates. I remember I had meeting at 9:15 AM. I had accidentally slept computer day before just before it started shut down procedure without realizing it. I tried to log in to work at 8:57 just to see it starts to shut down, install updates at shut down and install updates on startup... I was almost late for that meeting and didn't had a chance to check any e-mails before... Automatic updates without any indication are terrible...