Because the kernel session is restored from the disk, your drivers never fully reinitialize after a "shut down." This leads to weird bugs where Bluetooth devices suddenly won't pair, USB devices aren't recognized, or your audio randomly isn't working. When you read the advice "restart your computer to fix the issue," it's because a restart is the only way to guarantee that everything actually starts from a clean slate. Turning the PC off and back on doesn't work like you'd expect, which is an extremely common problem. //
If you want your PC to actually shut down, you can do it with one command. Run PowerShell as administrator and run the following command:
powercfg /h off
This disables hibernation entirely, which removes Fast Startup as a side effect and frees up any disk space used by the hiberfil.sys file. Every time you click shut down after that, your PC will completely shut down, just like restarting your PC or disconnecting the power.
Alternatively, clicking the Restart button will always work as you'd expect. If you don't care to disable Fast Startup, make sure to actually click Restart instead of clicking Shut Down.