Probably not a good idea to leave out the fan shroud. But I don't believe that is causing this "problem". I say "problem", because I think what is happening is perfectly explainable, and normal.
The situation of having the cooling system under pressure during engine operation is to increase the boiling point of the water. (coolant generally is added for metal protection, and ethylene glycol in the coolant lowers the freezing point of the water).
Obviously, when the engine stops, the pressure in the cooling system is removed. As the pressure reduces, it gets to a point where the pressure is less than that required to prevent the coolant boiling at its current temperature / pressure condition.
If you are not losing coolant, and the engine appears to be running at a reasonable operating temperature, then I don't believe there is anything to worry about. But, for peace of mind, might I suggest you get an external temperature gauge connected to monitor the actual coolant temperatures.