Any chrome browser will do.
1) Log into the My Cloud dashboard.
2) Go to the "Settings" Page.
3) Select "Utilities" on the left panel.
As you can see there is a "reboot" button but no "shutdown" button.
You can even save this piece of code as you would a bookmark! So you don't have to type it in every-time.
Also by the "light does out", I mean the device power light goes off as a visual confirmation.
If you look at the Logs afterwards, an entry also confirms the device has shut itself down.
Problem solved, high fives all around.