Battlenet App on PC does not shut down

Using Windows 10, when I shut down battlenet and then try to shut down the PC it just circles around and eventually goes to a black, when I hit any key it wakes up to a locked sleep screen and asks for my Microsoft PIN instead of shutting everything completely OFF, I have to enter the PIN and then it just starts up the PC, no other option other than enter the PIN. I have Sleep & Hibernate set to NEVER.
If I press cancel while it’s looking forever it says an app is open “shutdown anyways?”, when I shut down anyways it then shuts everything off.
What is this and why the extra step?
NOTE: It happens on 2 PC’s side by side.