The reason this happens is that Chrome, unlike 99% of all Windows programs, fails to shut down properly if Windows is shut down while a Chrome browser window is open.
I have tried both checking and unchecking "Continue running programs in background" which did not fix the problem.
I have tried disabling all extensions which also did not work.
In between all these attempts I was careful to "Restore" Chrome, if the error appeared, shut down the browser and reboot, before making another attempt to shutdown with browser open.
I am an IT professional with more than ten years experience. I find this one of the most annoying bugs in the history of software.
By the way, the suggestion to modify the Preferences file, only "fixes" the problem until the next time you shut down Windows with the Chrome browser still open.