I can't remember when I DIDN'T SEE THIS! Saw it again the other day; I too run W7. It is normal! When new patches come in--I choose to install them myself---they download but don't install.
In such cases, you will notice a yellow triangle in front of 'shut down' with exclamation point. It simply means the new patches are ready to be installed when you shut down.
When you do shut down, the system will then reboot, and, before Windows loads, install the new patches.
Doing a cold shut down during the installation will mess up the installation.
This is just MS being cautious and conservative and not assuming we are always focused on what it is doing.
BUT....R U saying you initially let the new patches fully install and yet you are still seeing this message? If so, pls go to Windows Updates and look at yr history. See if any of them failed to install, which is possible. If so, MS now has excellent tool to fix this. Just follow the prompts.