May I confirm that this is what y'all mean when editing the file.
# Interface strings
#
Exit Attract-Mode?;sudo shutdown –h
No, they are talking about two different things: 1) shutting down the Pi and 2) changing the words on the screen when choosing to exit attractmode.
To shutdown the Pi when exiting attractmode do this: Configure-->General-->Exit command = sudo poweroff
To change the wording that you see when you are exiting attractmode then change this in the proper language file:
Exit Attract-Mode?;Shutdown Attract-Mode?
You can use any wording that you would like in place of "Shutdown Attract-Mode?".