Kodi implements Consumer Electronics Control (CEC), which sends control signals between the Pi and the TV. It's pretty handy on the whole, allowing you to shuttle around menus using your infrared TV remote, and switch the TV on by tapping a menu key on a remote app like Yatse. You can take a look over the docs on Kodi's wiki page here.
The exact feature set varies a little between TVs, and it sounds like yours is responding (as it should be) to a CEC request from Kodi to shut down. You can turn that feature off by going through the menus to:
System -> Settings -> System -> Input Devices -> Peripherals -> CEC adapter
Once you've selected your CEC adapter you should have a page of options which includes
Devices to power off during shutdown with an up-down control next to it. Flick through the options to 'None', then confirm with
OK and try shutting down.