Yes, there's a bug that causes it to sometimes not shutdown correctly. One of the theories is that a document is not closed all of the way during the shutdown process, and it gets hung even though it looks like it turned off.
I think I've seen someone mention that a way to test to make sure it's completely shutdown is to press one of the buttons and make sure it's light doesn't react. I've heard less people complaining about it since the 1.6 firmware, but I don't know if that's due to anything iRex did in the software to minimize it or if people are just aware of it now and therefore aren't talking as much about it.
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