Shutting down displays screenshot of previous activity

[yashmitl]

I have a Macbook Pro with Touchbar 2017 model and I've noticed that when shutting down, all apps are quit, but then for a moment the whole screen instead of going black shows a "screenshot" of something that I was doing prior to shutdown. I can't say how long ago exactly, I haven't noticed but say I was playing a game in full screen mode. Later, when shutting it down, the screen will show a shot of the game I was playing. After that it goes black and I guess it shuts down. I'm a bit worried, is anybody else experiencing this or know what this might be?