I think I can explain the situation.
If I am correct, then if you shut down immediately you finish your work, it should shut down without the message.
If you leave your computer until the standby/screensaver mode cuts in, and then you choose shutdown, you will get the message you describe. The person still logged on is you. For safety, the system assumes that when it is in standby, you have left your computer and the person who woke it up could be anyone - hence the message.