The headphone/line out operation has always been this way
from day one on Macs when they first started to be equipped
with an audio out when it was actually meant as a headphone
This function is more than likely a carryover from when using
headphones were meant to be a private function. Why it is
still this way is beyond me.
It is really annoying because I need to plug and unplug my powered
Bose speakers when I want to use them instead of internal audio.
I have never found a solution other than getting some USB adapter
as a workaround.
Indeed, very annoying and potentially harmful for the output connector. Wait! That might be the reason Apple keeps doing it like this; when we break something it needs repair or replacement. Meaning the money flows again... Or am I just being paranoid here and is it just a simple case of neglect... :-P
IMO the best thing to do would to not shut your Mac off in the first place. Just put it to sleep. When waking it up it will be just how you left it, no waiting for it to boot up, and no startup chime.
Shutting down is only necessary if you need to unplug your Mac (desktop) or change its battery (laptop). Otherwise use sleep.