I found out a solution with "dconf":
- Install the "dconf-editor" from USC (ubuntu sofware center).
- Launch the dconf from the dash
- Press a combine Ctrl+f, on the "search box" type: "shutdown" then you will see the "supress-logout-restart-shutdown", tick it for a mark.
reference here
This solves my trouble, but exactly as in the name: "supress....", it will shutdown or restart your session right after you press the "indicator append session" without asking for confirmation.
So that's another issue - how can I get it to ask for confirmation before shutdown or restart to prevent losing unsaved data?