As long as they do not care that they could be "shut off", I see nothing wrong with it. If they dislike that notion (like real humans do), then the possibility of shutdown would cause suffering and would be immoral/unethical to allow.

You're assuming that the machines will care about being shut off - we would probably design them so that they don't care about this, because this makes them easier to work with. And then it's no longer unethical.