Btw you said the "Run" box. The Run box is part of Windows. It is not part of Classic Shell. So if you are typing into "Run dialog" then this is a Windows issue.
If you are typing cmd into the Start Menu SEARCH box (not the Run box), then it's part of Classic Shell. In that case, when you do the search for cmd, what do the search results show in the Start Menu? Does it show cmd.exe at the top? When you hover your mouse over it what info does it show? And clicking it proceeds to a shutdown or do you press Enter?

Can you show a screenshot of the search results?