Game security violation detected?

If I play Fortnite and then have Fortnite still open and then shut down my PC in the game, I get a message "game security violation detected (# 0000001)"

Why is that? I don't use cheats or anything, it only happens when I shut down my pc, otherwise not, how can I fix it? I'm scared of being banned somehow for no reason…

You have to close the program properly before shutting down the computer.

You have to shut it down completely before shutting it down. But that doesn't get you banned. Have had the message many times and there's no known case in which someone was banned because of it.

I believe that all programs are ended before the shutdown, so also the anticheat.

I've had a few times in different games