I believe that it is always better than leaving it on overheating, the disk will cool down slowly, also you can set a low critical temp, in my case my disks are normally at around 35C/95F, my Hot warning is at 40C/104C and Critical at 45C/113F, I now that's a low critical temp but if any of my disks reach 45C there's something wrong with the cooling.
Would like to add to my request:
send email before shutdown like "disk x reached critical temp, server shutdown in 60 seconds"
not so important but nice, possibility to abort the shutdown
Thanks