Stop- and Restart-Computer aren't technically counterparts to Shutdown.exe. They accomplish a similar task, but through completely different APIs – and it's the underlying APIs, in this case, that don't readily support sending the notification. Jason's correct in that a Connect ticket would be the best way to ask for the functionality. Keep in mind that the PowerShell team doesn't "own" the entire API stack, so sometimes they're limited in what they can provide us.
Which is also why PowerShell enables you to user external command-line utilities. No reason not to use Shutdown.exe, really, if it's what does the job.