IMO, there should never be any reason to start anything that isn't in CONFIG.SYS, STARTUP.CMD, or the STARTUP folder(s), when the system is booted. If something else is running, when it shuts down, it can be manually started, if desired, when the user is successfully past the boot sequence. If something unexpected gets started, it only adds to the confusion, especially if something else got damaged at shut down.
I would say, "don't even consider the possibility". It was never a good idea, and I haven't seen any evidence that other operating systems allow such nonsense (but I haven't used most of them). Others may think otherwise.