Just tried shut-down again, this time in the middle of a RAID-1 replication process. (Didn't want to wait the 4+ hours for it complete). After initaiting the shut-down, the screen went off after a few seconds, but the machine stated on until I manually switched it off with the front power button 10 minutes later.
My case has removable drive caddies so that I can remove the drives when I go away on holidays or swap in different drives without needing to open the case. (Drives caddies are cheap, but they include a fan which tends to be a little noisy). The drive caddies also include a LED for HDD activity of the enclosed drive. Whats interesting, is the while waiting the shut-down to complete, the case HDD activitity light flickers regularly, but the drive caddy lights don't.