It has to be aware that it can be shut down and have the capacity to prevent that. AlphaGo doesn't know it can be shut down and therefore couldn't "care" less--even if it was shut down in the middle of a game.
Yes, I agree. My point is that as soon as you are giving your AI "real world" problems, where the AI itself is a stone on its internal go board, you have to start worrying about these issues.