It could be that a major group of updates are being downloaded in the background. When you shut down, Windows will install what it has and resume the download the next time you start up. There was a large group of updates released not too long ago. Otherwise, your change should take effect immediately.
Check your update history and see what has applied. You can also check the Action Center and see if more updates are coming. Might be a good time to "Hide" and/or disable the IE9 update.