After digging around for a while, I found a way of dealing with this annoying feature.
On terminal, you need to run the following command:
Code:
defaults write com.apple.loginwindow TALLogoutSavesState 0
This, despite the fact that the checkbox will still be marked, will kill every app when you turn off your Mac.
The only catch is that you have to run the command each time that you're going to either reboot or shut down since the system automatically changes the value to "1" again.
To sort this out, I created an AppleScript-based app that with just clicking its icon, it will run the command and shut your mac down for you.
You can download it
here for free.
Let me know if it works for you!
Victor Andreoni
source: GizmoBlurb