System Center Operations Manager on Microsoft Azure and reporting

the intent of the SCOM server is actually kinda os your ops manager looking after the other servers system operations and it goes off only intended maintenance, so leaving it shutoff during that period (and is pretty long) will be missing out any event generated by the herd of systems e.g. like unintended reboots, outages etc.
One common example of behaviour of monitored systems like "dirty" reboots (note Event Collection Rules do not create alerts, so no notifications are send out). http://thoughtsonopsmgr.blogspot.sg/2015/03/dirty-server-shutdown-eventid-41-system.html

But if that is alright and accepted workflow, then the shutdown may be a SOP per se accepted at the ops end. Also during the wee hours is also when the ops team is not really on guards hence system monitoring online to capture any anomalies will help trigger them "awake" if necessary...

As of the reports, it may be attributed if there is any error event recorded under the OpsMgr event log. Like in this case where it has show many times EventID 31552 ("Failed to store data in the Data Warehouse"). This is more of Exchange (http://thoughtsonopsmgr.blogspot.sg/2011/04/eventid-31552-in-opsmgr-event-log-of.html) but the long short is when OPsmgr is down or shutoff you may not even have such errors so it is pretty hard to confirm if such practice ascertain to the false reporting - maybe good to have it not shutdown and assess if the reporting is accurate ... regardless, any tasks involving Datawarehousing can make reporting  inaccurate...e.g.

This is ‘normal’ behavior because when data is inserted into the Data Warehouse it goes through processes like these:

The data is written to the staging tables;
The data is processed;
The data is inserted into raw tables;
The data is moved to aggregated tables.

Basically, when the Perfmon Reports are not showing all data, most of the time the data is present in the Data Warehouse, but is not processed completely. Somewhere it is stuck. By removing the cause of it, the Reports will functioning again. Of course, it takes some time for the data being processed (depending on the total amount of data in the DW), but finally, the Reports end up just fine again.

http://thoughtsonopsmgr.blogspot.sg/2011/03/eventid-31552-failed-to-store-data-in.html