There is nothing like getting ready to leave on a warm, sunny Friday afternoon. You are ready to head out and start the weekend. You click shutdown on your PC and now you are waiting for the next hour for an update to install.
Here is how to use Group Policy to fix this problem.
Create a GPO that is properly scoped to reach the clients that you want to remove this feature on.
Edit the Group Policy.
Expand Computer Configuration \ Policies \ Administrative Templates \ Windows Components \ Windows Update
Double click Do not display “Install Updates and Shut Down” option in Shut Down Windows dialog box.
Select Enable and click OK.
Close the GPO editor.
At the next policy refresh, you should be able to shut down your client without installing updates.
I recommend keeping this option on. It is normally a convenient time to install updates. For Network Administrators who generally keep their clients up to date, this is OK. I would not enable this for standard users.