Setting for Exiting Parallels on VM Shutdown.

I am having a problem with two settings in Parallels that aren't working together well. Under the VM options> Startup and Shutdown panel, I have set the 'On Shutdown' option to 'Quite Parallels Desktop.' Additionally, I enabled VM options> Security 'Require password to: Exit full screen mode' option. Now, in my head that means this VM will startup in fullscreen (which it does), lock it there, and then quit Parallels on VM shutdown. The problem here is, it doesn't quit from Parallels at all when I shut down the VM. It gets stuck with a full screen 'Click here to start VM' screen I can't exit out of unless I start the VM again, and use the CMD+CTRL+F option to switch from fullscreen, put in an admin password, then finally quit Parallels manually. Has anyone else run into the problem?