There is no clean shutdown of the Ultra or any other Roku device that I have seen. Roku is able to tolerate this except when a microSD card is used. When I have a power failure the microSD card more often than not gets corrupted, and there is no easy way to fix it except to remove the card, insert it into a PC or MAC via adapter, and reformatting it (I use FAT32). On top of that, the location of the microSD slot under the HDMI connector makes it difficult to get it inserted properly.
I have mitigated power issues by using a UPS, but this does not help for long-term outages (more than an hour or two). Having a clean shutdown would preserve the state of the microSD without having to go through this nonsense.
