Yes, if you have to force your MBPro to shut off (by holding the power button), then you likely cause damage to your hard drive directory, and probably will corrupt files that happen to be open when you force the power off.
It would REALLY help if you can tell us why it's so hard to shut off.
One thing that you can try at that time, is to try a force quit (from the Apple Menu, or just press Option-Command-Esc) That will show a Force Quit window, where you might see an application that has stopped responding. You can choose that application, then click Force Quit. It will ask if you really want to, and you choose Force Quit again.
If Finder is the ONLY item left in that window, you can still choose Finder and click Relaunch. In a few seconds, your screen will reset - then try to shut down.
If that Force Quit window ALWAYS has the same app, then come back for other ideas
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