I have this problem sometimes, and believe it or not it's likely that it's on and the Intel management interface isn't accepting the ACPI powerdown command.
I'm also going to guess your running Windows 10, you will hit the same issue with Linux. In Linux you will actually see the problem if you enable the verbose shutdown (usually hitting escape as it shuts down). It will go through the shutdown as normal and will say "Power down" and hang. For some reason, Windows 8 had a work-around but Windows 10/Linux don't.
So, the OS has shut down properly, it just didn't power off. Windows hides this pretty well, it looks powered off.
The fix is to remove the AC adapter and battery, then reinstall the battery and reconnect the power. It should power right up.