Unfortunately getting excatly the same issue here too.
Am on latest iCUE version (also happened on previous version - so update did not resolve this) and latest drivers etc.
Happens more often than not - I would say 8 out of every 10 shut down's. When PC is up and running (gaming, browsing, email, MS offfice use etc) there does not seem to be any obvious issues - no black screens or similar yet, though I do get the random red triangle on not detecting Ram in iCUE (but I believe that is another issue - and an iCUE close down and restart seems to resolve that problem) but none the less, somewhat concerning to get a regular error message.
Any further comment on how to reslove this, other than rolling back to another version of iCUE?