Known issue for the newer gen 2 My Clouds running v2.x firmware. There are several prior threads discussing this issue and one or two workarounds (possibly using SSH).
http://community.wd.com/t/safe-shutdown/147307
http://community.wd.com/t/how-i-turn-off/159860
http://community.wd.com/t/shutdown-mycloud-from-mobile/157418
http://community.wd.com/t/how-to-safely-shutdown-mycloud/155265
