This is what is supposed to happen with that option, in reality there is a very good chance that it just doesn't shut itself off afterward. Back when I used the OS I would have it set to auto update and since I shut my computer off nightly I didn't have a problem with it, but I found that it had a fairly good chance that if it updated when I shut it down my computer would still be running when I woke up in the morning. My work around that I put for it is I put a scheduled shutdown in task scheduler for early in the morning when I knew I was never up so if the system had restarted but failed to power itself back off again it would turn itself off.