It is not a creepy thing. Its a well known an discussed bug or error by WD with the 2nd Generation v2.x firmware My Clouds. There is much past discussion this issue that can be found using the forum search option (magnifying glass icon upper right). See some of that discussion below. As SectorGZ points out you can use the “Quick View” (I think its actually the WD Access program) to issue the shutdown command. Other options are explained in the threads below.
http://wdstagingsplit.staged-by-discourse.com/t/safe-shutdown/147307
http://wdstagingsplit.staged-by-discourse.com/t/i-cannot-shut-down-my-wd-8tb-with-all-any-way/174439
http://wdstagingsplit.staged-by-discourse.com/t/how-to-safely-shutdown-mycloud/155265
