Fellow shut-down-er? :P
I somehow started doing this from the very start of my computer interaction, so I never understood why people find it weird. But now if I keep my system on, I feel uneasy, as if I have work pending, so I am make sure to shut it down at the end of day everyday :)
I'm like that too. Sometimes I work for too long and go for dinner, get kids to bed etc... And then take some time to shutdown the computer. Sometime I write myself a note in a readme of the current task. But I close every window on every desktop manually (inc browser which start with clean session), thinking about if I still need anything from it. Then relaxing can begin.