Strange shutdown of Windows 2019 guest OS

Hi
I am running latest version of Parallels 15 Pro for Mac with Windows Server 2019 as guest. I have enabled nested virtualization to run docker containers.
I normally shut down Win Server 2019 by choosing reason for shutdown "Other (Planned)". When I start it up again it always starts up like it has crashed with a command prompt like screen: "Window Boot Manager". And as soon as Win Server 2019 is up and running again it asks for reason why it did shutdown unexpectedly in the "Shut down event tracker" window. It is not a big problem, but is it supposed to be like this? I am also running WMWare Fusion and does not behave like this (although I have several other problems with Fusion)