Thanks for your advice.
I'm running gnome-session 3.2.1
On the drop-down list the last item is "Shutdown..." Clicking it starts a small "Shut Down" window, with "Restart", "Cancel" and "Shut Down" taps. Clicking the "Shut Down" tap starts the Login page again. It won't shutdown as previous Ubuntu version did.
I have been browsing Internet before. Some threads mentioned it was a bug.
On the small "Shut Down" window. While pressing the "Ctrl" (left) key, clicking the "Shut Down" tap will shutdown/power off the computer. I tried it 3 times.