My Compaq was ACPI compliant, but it did the same thing...
My custom computer is ACPI compliant, and it shuts off automatically.
The difference? Power supplies..
If you're running an AT power supply, it will most likely always wait for you to press a button, whereas ATX will shut off automatically.
However, my AT supplied Compaq still tends to shut off automatically...so who knows.
Just something worth looking into