A very simple concept that makes us ask a question, Why Microsoft set the default to turn to sleep instead of shutting down?
1. Open the Run Window. If you can't see the option in your start menu, just press Windows Key+R.
2. Type cmd and press enter > enter powercfg.cpl,1 without spaces, Scroll-down and find the option "Startmenu power button" and Finally, change the options to Shut down as shown in the picture above.