From Windows 10, default shutdown permission policies seem to have changed.
E.g. with Windows 7 or 8.1, a user with default permissions was not seeing a shutdown or reboot option when connected via RDP. Only administrator users were able to shutdown.
With Windows 10, even a default privileged user can reboot when connected remotely. So some users could confuse their remote PC with their local one, shutdown the remote system and lose access to it.
Fortunately, you can overwrite those settings.
In Windows Group Policies, enter the GPO of your choice.
Go to Computer configuration -> Policies -> Windows Settings -> Security Settings -> Local Policies -> User Rights Assignment -> “Shutdown the system”.
The screenshot shows the GPO in German:
Configure the permitted user groups of your choice, e.g. Administrators, Backup Operators, Server Operators and group “Console Logon” (German: Konsolenanmeldung).
The last one is important if the GPO is also applied to local workstations. Otherwise local users might be unable to shutdown their systems.