So today this issue has been finally resolved (for me at least):
Until now I'd been running 220.127.116.113.c.d, which through the autoupdater was the latest version.
However browsing the Kaspersky site today I found a new version of the Endpoint Security 8.0 for mac (available here: http://support.kasperskyamericas.com/corporate/endpoint-security-mac-8-0). After upgrading I can cleanly shutdown every time, even after opening Illustrator, Photoshop etc etc.
FYI the update upgrades the software to version 18.104.22.1686
Whilst this is only good if your running Endpoint version (not the home version) it shows that Kaspersky have been able to fix the bug and I assume it'll only be a matter of time until it hits the retail version - in fact on the 19th November a version was released to the App Store (22.214.171.124) so I don't know why this hasn't reached the autoupdater for those purchasing outside the App Store. Soon enough I guess?
Anyway, I just wanted to let you know a fix is around - whether or not, or when, you'll be able to get it I don't know.