Does this happen with other OSs too? The OP mentioned Windows behaves the same. ESXi by default does an ACPI power-off. You could enable the equivalent of halting (e.g. /usr/sbin/halt --halt on Linux) but that has to be configured and is not the default (esxcli system settings advanced list -o /Misc/PowerOffEnable).
You might want to check with Intel and ask about any known issues with ACPI power-off. Or maybe there is a setting in the BIOS that says "halt instead of shutdown" or something similar?
P.S.
You might remember the halt state from Windows pre-ACPI when it would tell you "It is now safe to turn off your computer"