You are probably looking for the "Enable forced button/lid shutdown" option. It is normally hidden and you have to edit the Windows registry in order to enable it.
One way is described on tenforums.com.
In practice, you have to set the HKLM\SYSTEM\CurrentControlSet\Control\Power\PowerSettings\4f971e89-eebd-4455-a8de-9e59040e7347\833a6b62-dfa4-46d1-82f8-e09e34d029d6\Attributes
DWORD to 2
.