It is not included as a separate item because there needs to be localizable text for "Full shutdown" for all the languages Classic Shell supports.
There isn't in Windows.
But if you use the Classic style menu, you can add it as a subitem to the Shutdown menu.
1. Open Start Menu Settings and go to the Customize Start Menu tab (after enabling All Settings).
2. In the right column, locate "Custom" command at the very bottom and drag it over the Shutdown main item so it gets added as a subitem.
3. In the command field, type your command e.g. Shutdown.exe /s /t 0, fill in optional fields such as Label (which means the name of the menu item), Icon and Tip.
4. Click OK twice to save changes.