Have you, by any chance, installed any software between the time you installed NVDA 2020.1 and upgraded to 2020.2.

The playing of sounds during the shutdown process is entirely dependent on whether Windows has already shut down sound itself before another given process is terminated.  It can, and often does, happen that as additional software gets added something that used to be in position X in the shutdown sequence, which was before sound was terminated, gets bumped to position Y, after it has been terminated.
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Brian - Windows 10 Pro, 64-Bit, Version 1909, Build 18363  

Science has become just another voice in the room; it has lost its platform.  Now, you simply declare your own truth.

      ~ Dr. Paul A. Offit, in New York Times article, How Anti-Vaccine Sentiment Took Hold in the United States, September 23, 2019