If ou think about it, the ability to shut down the server from the systray icon or the console login screen would mean that anyone could shut the server down, whether they were the "administrator" or not. I don't think that's a good idea; it would mean that someone's 5 year old child could shut the server down "just because".
However, if you feel strongly that this would be a good feature to have, you can make a product suggestion using
Connect.