Laptop not shutting down after closing a video game

I have a HP Pavilion 15 Notebook, and I am experiencing this issue. The laptop shuts down after me using the laptop for ordinary activities, like watching videos or browsing the web, irrespective of whether it is on battery or on mains. However, after gaming, I.e., after I close the game and return to desktop, and I hit "shut down", the display is off, but the hardware is still running. This is the only situation where this happens. My BIOS is up-to-date, and 'Fast Startup' is disabled. How can I fix this?
 
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