I tried on Ubuntu 12.04 LTS using wildfly-init-debian.sh. I started and stopped a newly extracted wildfly instance and did not see anything special. The shutdown seemed to work ok:
10:52:23,687 INFO [org.jboss.as] (Controller Boot Thread) JBAS015874: WildFly 8.0.0.Final "WildFly" started in 7248ms - Started 183 of 232 services (80 services are lazy, passive or on-demand)
10:53:08,359 INFO [org.wildfly.extension.undertow] (MSC service thread 1-1) JBAS017532: Host default-host stopping
10:53:08,362 INFO [org.jboss.as.connector.subsystems.datasources] (MSC service thread 1-1) JBAS010409: Unbound data source [java:jboss/datasources/ExampleDS]
10:53:08,390 INFO [org.jboss.as.connector.deployers.jdbc] (MSC service thread 1-2) JBAS010418: Stopped Driver service with driver-name = h2
10:53:08,394 INFO [org.wildfly.extension.undertow] (MSC service thread 1-1) JBAS017521: Undertow HTTP listener default suspending
10:53:08,394 INFO [org.wildfly.extension.undertow] (MSC service thread 1-1) JBAS017520: Undertow HTTP listener default stopped, was bound to /127.0.0.1:8080
10:53:08,396 INFO [org.wildfly.extension.undertow] (MSC service thread 1-1) JBAS017506: Undertow 1.0.0.Final stopping
10:53:08,404 INFO [org.jboss.as] (MSC service thread 1-2) JBAS015950: WildFly 8.0.0.Final "WildFly" stopped in 56ms
Are you deploying an application as well? If so which one?