In the case of Windows since Windows 8 a normal shutdown actually saves a lot of the system state (in RAM) to hard drive. Windows runs upon something called a kernel which is the thing that allows software to run, and it’s state gets saved. This means when starting up there is less to recalculate and fetch from all over the disk (e.g drivers specific to your computer’s hardware), the computer just reloads the kernel from disk and all is good.
A reboot or shut down after an update doesn’t save the kernel to disk and recreates it.
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