Yes you can shut it down. If you do not remember the app/program which loose unsaved Information. Its like on the Desktop Computer where you open the Editore take some unimportant Note. Click not “Save As…” and the generated run time information will be lost.
On the Phone i think you may have that app open and not Closed. On new Android Phones you have to swipe left and right after clicking the center Button, and Closing Apps by swiping them upward or click the X on the top right button.
Its just for the cases like, that you Open an Editor and do not save the changes of some file while the editor Session is still running. And if you then will shutdown it is a warning for you.
For the record, the latest version of phosh has a bug that makes it show this message even though no application is actually busy. It will be fixed with the next phosh update.