Originally Posted by hydraMax
If you are running Linux Mint - Debian Edition (as your profile states) then you are likely running a version of the kernel from the 2.6 series, while the latest stable kernel is 3.4.4. Visit kernel.org to get the latest version.
LMDE is based on Debian Testing, which currently uses a 3.2 kernel. But nonetheless a kernel upgrade may solve your issues. If you are uncomfortable with compiling your own kernel I would recommend to try the kernel from Liquorix
As a workaround you can create a script /etc/rc.local.shutdown that contains this little script
umount -av -t sshfs
and look if that works for you. Don't forget to make it executable, this script will unmount all mounted sshfs automatically at shutdown.