I always have Windows set to put the system to sleep in half an hour if there's no user activity. Every other downloader I use, including uTorrent, JDownloader and so on, has the ability to prevent the system going to sleep while downloading is underway. Once all (or running) downloads are completed, the app can be set to shutdown the system (where shutdown can be substituted with sleep, hibernate etc.)
Now Apex has no problem with the shutting down part, but in all these years it lacks the very basic ability to prevent Windows from going to sleep till the job's done. This means my system goes to sleep half an hour after I stop using it, no matter if Apex still has GBs of data in the download queue.
I request people here to kindly refrain from posting unhelpful 'advice', including lecturing me about why I'm turning off my PC in the first place, why don't I just turn off the sleep setting completely, why don't I use external script/EXE/<insert solution here> and so on. The fact of the matter is that all decent downloaders and heck even my media player apps have had the "prevent standby while doing X" option for ages now, and I'd highly appreciate it if Apex added the same.