I considered doing something like a FileOpenDialog with .lnk file type as default file type. This would allow selecting a shortcut with all params and window startup type already filled in and presumably tested. IOW, the shortcut you usually use to run the task. But I don't think there are that many long tasks that would have a shutdown option, that don't have a checkbox or option for it already provided. For example large file download programs like binary news readers usually have an option to shut down when done. Video conversion, same thing. Image backup programs etc.. For that reason I figured batch is good enough.
For shutdown type first param on command line would be good enough. But some people just prefer Gui for everything.
edit: if I could offer some suggestions.. How about your Gui generating a shortcut to the RunThenShutdown app with all the info filled in instead of launching directly? That way the work is saved and shortcuts for multiple things, if there's a need for it, can be made with shutdown when done logic built in? Perhaps even have drag & drop so the user can drop an existing shortcut on the Gui?