Did we lose our shutdown shortcut? MBPR

Did you try pressing the power button 5 seconds or more ?

EDIT : I must be wrong :

"Turning off your Mac quickly

Tap the power button on a MacBook Air or MacBook Pro now puts the Mac into Sleep mode. Holding it down for 2 seconds or pressing Control + the power button brings up the standard power dialogue box offering you the chance to Restart, Sleep, Cancel, or Shut Down. Holding it down for around 10 seconds does a force restart."

 

As you found out, the long-press is basically a forced, unclean shutdown/restart. That shouldn't be anyone's normal shutdown method.

 

Ctrl + Power button opens the menu, then a quick tap on Enter shuts the computer down. Alternatively S puts it to sleep and R restarts.

Also quite handy: Ctrl + Shift + Power locks screen.

 

Doesn't seem to lock for me. Effect is similar to pressing just the Power button = screen sleep.

 

Similar, but not quite the same.

Ctrl + Shift + puts the screen to sleep.
Power button puts the whole computer to full sleep.

What's similar though, is that locking in both cases requires the 'Require password ... after sleep or screen saver begins' option to be set to 'immediately', which I forgot to mention...

 

That's exactly, why I said Ctrl+Shift+Power doesn't lock the screen. BTW putting it to full sleep with Power button, doesn't lock the screen either.
I have set the require password after screen saver to 15 minutes (not immediately), so either of the above method returns to desktop, without asking for password (haven't tried to let it sleep for 15 minutes).

However, when I lock the screen via Keychain Access app's Lock Screen menu option, request for password is immediately activated.