Hi Alexander and welcome to the forum, AROS can be shut down from the PC switch without causing any damage, important is that the system is not writing something on the Hardisk, this could cause the file to be lost or corrupted, or even invalidate the Hardisk even if very rarely.
In any case you should have the command "Shutdown" (Directory C) just run it from a Shell, insert it in Amistart, or create a script to run through an Icon, see screenshot.
I attach you my Shutdown Script with Icon, this will close AROS but you will have to turn off the PC from its switch !