This isn't a "problem" or "error" state. The messages you have is just a description of the current status of the VM, given the steps leading up to this.
In future versions, you will have the option to Guest Shut Down vs Power Off. That'll take care of the bigger issue here.
"can you tell more about this, please?"
Power of each VM inside of the vApp, but don't power off the vApp itself. Each object has it's own power state recorded in the vCloud Director database.