I know some devices won't shut down if they need to cool. If your PS does this, about all you can do is a thorough cleaning of accumulated dust from the fan and the inside.
I have a system with Corsair HX 850W and it was running fine for about a year. Recently on shut down sometimes, when it supposed to click once and shut down, it doesn't, it clicks, monitor shuts off but the system itself, fans and all the rest of it keeps running, PSU keeps clicking and wouldn't shut down. Only solution - pull the plug. PC starts and runs fine, no clicking while running, just sometimes (about once in 6 shut downs) that happens. Any idea what it is and how to fix it? Faulty PSU?