The software is there to provide a graceful shutdown, and close/save apps before having the operating system initiate a shutdown routine.
I think you may have to edit or toggle an option in your UPS shutdown menu, and see where it saves opened files, and under what filenames, etc.
My wife's IBM Intellistation is running a Cyberpower 1500AVR-HO w/serial connection, and it monitors line voltage, alerts the user about power fluctuations, and initiates graceful shutdowns after a preset amount of time when the utility power cuts out. Providing 1.5kVA, it'll give her about 50 minutes of working time before the shutdown commences, which is plenty of time to finish what she's doing and save her work.
My own IBM Intellistation and SCSI HD tower run on a pair of MGE Pulsar EX-30 rack units, which supply 3kVA to the workstation and peripherals, about one hour and 20 minutes' worth of runtime per UPS when the utility power goes out. The MGE Personal Solution-Pac UPS software does a more in-depth monitoring of line conditions, and has more options for alerts, notifications, and how to initiate the graceful shutdown process. I'm lazy, and just have the MGE Pulsar initiate a Hibernate, which suspends any programs running and simply brings them back up as they were prior to the shutdown. Otherwise, I could also have it save Word documents under a given name, etc. I'm somewhat leery of bad power after living in Flicker 'n Flash East Coast Florida, so I went all-out with the power protection:
Each of my two stepsons' IBM Intellistations has a Belkin 600VA UPS, which gives them about 10 minutes' worth of usable working time before they trigger a Windows shutdown.
With the thunderstorms and power sags/dropouts/surges we experienced last night, I'm not regretting any of the power protection schemes I have on the home network.
I'd wager it's simply a toggle or setting that's messing you up, Eleven Mike.