The engine's shut down is done by a vacuum powered bellows inside the
injection pump. A vacuum leak somewhere in the car, probably a door
lock, reduces the vacuum to the point of no engine shut down. Try
locking the doors before shutting down the engine; that sometimes helps
the shut down and confirms the door lock leak.
Alternatively, the shut down device could be worn out and full of lube
oil. It's on the aft end of the injection pump; I believe a brown vacuum
line is attached to it.