From Microsoft's own website:
Windows updates might not be installed on your system after you shut down your computer. This behavior occurs when the Fast Startup feature is enabled. This behavior doesn't occur when you restart your computer.
In a domain controller's group policy manager:
Update
HKEY_LOCAL_MACHINE
SYSTEM\CurrentControlSet\Control\Session Manager\Power
HiberbootEnabled
REG_DWORD
0
See if it got applied:
gpresult /r /scope computer