Read more/comment at https://TinkerTry.com/how-to-shutdown...
These instructions apply to the following operating systems:
Windows 7
Windows 8/8.1
Windows 10
The Shut down and Restart options are removed from the Start Menu when you’re connected using Remote Desktop (aka Terminal Services). These intentional omissions protect you from yourself, since there's a risk when doing such power operations remotely. If something goes wrong, you're presumably not there to fix it. That assumption isn't always true for home labs or VMs.
This video is for sysadmins who know better, wanting to Shut down or Restart (or even enter *Sleep*) over RDP anyway! ;-)