I also have not experienced this issue. In fact I never use the on/off switch on the UFX. It has the latest drivers and is connected via USB. My startup/shutdown process:
Startup:1. Power up my Furman to power on UFX, powered monitors, display monitors, and power to PC
2. Power on PC to start Windows 8.1
3. TotalMix auto starts
4. Start Sonar X3
Shutdown:1. Exit Sonar X3 (leave TotalMix running)
2. Shut Down Windows. PC powers down.
3. Power off Furman to shut down power to all devices
System never hangs during shutdown. My experience has been the same with Win 7 and Sonar X2. Wish I had a solution for you, but maybe something will 'click' as others chime in. Good luck getting this resolved.
DPete
Sonar X3d Producer / Win8.1 64 / ASUS P7P55D-E Pro / Intel Core i5-750 / 12GB G.SKILL Ripjaws / RME Fireface UFX / RME Octamic II / PCR-800