It's very difficult and dangerous to be near an MRI 'shutting down'. Assuming what you mean is turning of the magnet. The magnet is always on, its a coil of superconducting wire submerged in liquid helium with a very large permanent current flowing around it. In order to turn off the magnet quickly, the electric current must be quenched, which can happen if the coil every stops being a super conductor. The current starts heating the coil, causing the liquid helium to boil off, which doesn't cool the coils as efficiently, and causes a rapid run-away effect where huge volumes of helium explode out of the machine, displacing all the breathable air in the room and blasting all the doors off their hinges, maybe even breaking windows. There's a lot of energy stored in the coil. It's not easy to turn it off.

Look up videos of MRI quenching

Surely you have to at least pass through a metal detector before entering the room, right?