I already figured out why it does this.
There are two types of Shutdowns and two types of restarts.
Alt+F4 Power Menu performs the following type of Restart and Shutdown:
- Full shutdown and restart the computer (This is a plain Restart)
- Shutdown the computer (This is a plain Shutdown)
Start Menu Power Menu performs the following type of Restart and Shutdown:
- Restart the computer. After the system is rebooted, if Automatic Restart Sign-On is enabled, automatically sign in and lock last interactive user. After sign-in, restart any registered applications (This means: Apps that always startup after sign-in).
- Shutdown the computer. On the next boot, if Automatic Restart Sign-On is enabled, automatically sign in and lock last interactive user. After sign-in, restart any registered applications. (This means: Apps that always startup after sign-in).
Also for Alt+F4: it doesn't auto log-in and lock the PC and it doesn't load services that usually start during and after logging in, Plus, Windows Spotlight doesn't load, However, Default wallpaper loads: