I'd like to chip in on this one. I'm using the ASMB6 with the 1.10 firmware, on a Z9PE-D8 WS board and ESXi 5.5 update 2.
Can confirm that, out of the box so to speak, the host will not perform a graceful shutdown. It seems to send the signal which starts the process and stalls right at the end, spinning up the fans. The host can be turned off at this point by sending a "Power Off - Immediately" command from the web client though this is patchy. I also rolled back at least two driver versions which didn't help.
I contacted ASUS support who referred me to their OS compatibility, which doesn't include ESXi - damn shame as most if not all of the other features work well. Considering that the last firmware version is a couple of years old I don't expect they'll be adding it anytime soon though I've found having a meaningful conversation with them quite difficult.
I'm wondering if some fine tuning of board BIOS settings for the interface AND power management (ACPI is it?) might lead to a solution. I've also noted that within vCenter Server an IPMI setting can be set (user, password, IP, MAC) though fails to communicate properly. VMWare KB suggests it's the protocol version.
I'd like to think that a solution can be found, feels to me that a fix should be possible? I'll update as I investigate further.