I don't recall this being the case from the time I tried Azure, and can't find anything about it in the documentation. It would leave many people wondering why their instance was turned off.
Perhaps it is a feature of Azure Lab Services, and you were using that?
Just looked it up, apparently it's only happens with ARM (Azure Resource Manager) templates, I usually pick the Ubuntu or Windows server ones which is why it applies the autoshutdown rule.
Perhaps it is a feature of Azure Lab Services, and you were using that?