In previous version (Ubuntu 8.10), when you shutdown your computer - no dialog appears. I am happy with this. I think many users also like this - same to me. In Windows, if you shutdown - it asks you for confirmation. It makes us confuse a lot and take time for an action to choose OK - I REALLY WANT TO SHUTDOWN - BECAUSE I FEEL SO TIRED - I WANT TO LEAVE MY COMPUTER AS SOON AS POSSIBLE.
To improve it, MS Vista and Windows 7 do not show this dialog any more. Why Ubuntu 9.0.4 does a backward thing? Why they don't research common behavior of end user? I don't know. It's quite difficult to understand.