Windows 11 shutdown turns off PC, but Blue Recovery screen on power up

I rarely shutdown my Dell PC, although it gets restarted every couple of weeks at least. When I do use Shutdown I often get a blue Recovery screen instead of a clean start to Windows, with the "did not shutdown normally" message when I turn on the power.
So far if I choose Restart it works: I see the Windows "enter PIN" screen & everything seems fine. I have never found anything helpful in the System or other logs, and since I don't really know where to look, or what to look for I give up!
This just happened today, when I shutdown due to unusually intensive thunder crashing about ... but it has happened several times previously at different update levels. I have a Dell XP8940 and I am only slightly behind on Windows updates. I will go ahead get the latest update, but I doubt that will change this issue.

Very good chance that this is due to a problem with "Fast startup" since fast startup affects only a shutdown / power on and NOT a reboot.

Try turning off fast startup and see if that makes a difference. You can so like this:

Control Panel > Power options > Choose what the power buttons do > TURN OFF fast startup

Search for cmd, right click Command Prompt App in search results and select run as administrator
type powercfg -a
Post a screenshot of the power configuration screen