Please remember that the power button is not an on/off switch like a light switch. It essentially signals the Operating System and BIOS of your intentions.
On many newer machines it is expected that you will initiate a shutdown from your Operating System, so that files and processes can be closed in an orderly fashion.
If you continue to hold the button down this sends a slightly more aggresive signal to the Operating System and BIOS, to shutdown now irrespective of the state of your files and processes that are open or active.