I think I might have found the problem. ASRock has a Super Fast Boot-Up Mode that must be running.
MeanMachine41 got me curious so I Googled Fast Boot - ASRock has thing called "Instant Boot... What it says is this:
Installation Procedure
Execute the Instant Boot installation program under Windows.
After the installation is completed, you should find an Instant Boot icon on the Windows desktop.
Double click the Instant Boot icon on the desktop, then Instant Boot main menu will pop up.
On Instant Boot main menu, you can choose "Fast Mode", Regular Mode" or "Disable Instant Boot". After that, please click "Apply".
When you want to shut down the computer, please simply select "Shut Down" from Windows "Start menu".
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Which requires Windows not Linux. I'm running Linux so I wont get that option screen... I wonder how to turn off Instant Boot on a Linux System.?