After installing Linux in dual boot on the computer with Windows you may experience a strange problem. It’s no longer possible to shut down the computer from Windows. The computer immediately re-spawns to the Windows login screen.
The issue is most likely caused by booting Windows from the incorrect bootloader. If you have two partitions (sda1, sda2) on the system, make sure that you’re booting Windows from the one with the operating system.
Booting from incorrect partition could cause other strange errors, like problems with updating Windows. You can read more in the article: Failed to install Feature update of Windows 10, version 1803 on machine with Linux dual boot.