If these people dont know the difference between a remote computer or their actual desktop then they shouldn't be using the remote desktop feature to begin with.
It has nothing to do with not knowing the difference. I guess you're not a fan of getting rid of "Are you sure?" prompts for closing unsaved documents. Bad UI is bad UI. It irks me enough that Vista and 7 made it where your mouse pointer could be one pixel away from the tiny arrow you were trying to click and it will shut down and force-quit all your unsaved documents when you were specifically trying to do something else, like Hibernate, which would
preserve them if you suddenly had to stop what you were doing before you could save.
The problem is that the remote desktop is often indistinguishable from the local desktop and so confusion is understandable and expected. It would be bad UI design with the same shut-down prompt.
You can argue your point all the way back to the command line (DOS user to Win3.1x/9x user: "If you don't know that there's no difference between a directory and a folder, you shouldn't be using File Manager/Windows Explorer!"), but the reason is still there. You asked, I answered. Reject the reason all you want, but that's still the answer to your question and you still should have realized it when you asked yourself "Why?"
Where there was a menu and button there is now only a keyboard shortcut. A step backwards in usability. Oh and you can take your attitude and shove it
It wasn't there, then it was, then it wasn't. After asking why it was ever different, did you ask yourself why the option wasn't there at all, then it was, and then it wasn't? Obviously, they predicted a problem and prevented it by making a minor inconvenience that's a lot better than the alternative, later thought they had a solution that removes even that minor inconvenience, and then realized that the very nature of introducing that cause the original problem due to unfamiliarity.
In other words: Even different shutdown methods that can be "found" in a menu the way you describe don't solve the problem of the remote user who isn't familiar with Win7 "finding" it and not noticing the difference because they aren't familiar with Win7 yet. Rather than faulting the user for not know that it wasn't the usual shutdown prompt, consider that it is the UIs job to guide the user.
Now, step back and take a look at your own attitude. There always has been and still is a plethora of ways to shut down. Use the Task Manager to close Explorer, ALT + F4 on the desktop, Welcome screen, CTRL+ALT+DEL, CTRL+ALT+END, shutdown -s, a desktop shortcut, etc. You can pick whatever works for you and shove it. I hope you don't have any input on UI in your profession and if you do I hope you learned something.
Now I can go back to hating Microsoft for forgetting why the Windows splash/loading screen was animated and routinely leaving you on black screens during installation/bootup (stopped animation = hard lock or video issue; black screen after animation before login/desktop = lock). Now I'm often left waiting on black screens wondering if it needs more time or if it's a video issue or if it's truly locked up (encounter all frequently). It's even MORE important with accelerate UI and no keystroke for 2D fallback.