I don't have an appropriate machine (virtual or otherwise) at the moment to check, but I believe this is another one of those things they screwed up around Windows 10 or so --- right-clicking on the Start menu and trying to get to the submenu that has the shut down / logout options was made significantly more frustrating because of it.
Have you considered that you can actually right click the start button, open a window, throw machine out of window? (I’ll get my coat!)(it’s cold out here collecting discarded pc’s)