Xfce seems to be one of the less troublesome desktop environments on FreeBSD; I just don't like it much for aesthetic reasons and have at this point pretty well settled on using either Plasma 5/KDE or LXDE. I've read in several places that we shouldn't log into X using the root account so I never do it.
Regarding the issue of shutting down or rebooting from the desktop, I still have one and only one old test installation of KDE which allows me to do it. I can't remember exactly how I made it work on that install, but I think it had something to do with either autofs, /usr/local/etc/PolicyKit/PolicyKit.conf, or maybe both. However I sometimes get errors shutting down that way, so I've made it a habit to always log out first, and then shut down using either the login/display manager or a text console. Also I've noticed that whenever I start the DE using startx instead of a login manager, I have the shutdown and reboot buttons on the desktop, but when I start the exact same DE using the login manager (usually sddm), then I don't see those buttons on the desktop. Not really sure exactly why.
I just did a clean install of 11.2 and KDE5 using SDDM and have the logout, reboot and shut down buttons. I am using dsbmc and dsbmd for mounting 'exotic' stuff. I created devfs.rules based on the information from 'cooltrainers' website. It was a full install of KDE5 so I think it pulled the right dependencies. The only trouble I have now is Kodi not playing nice with KDE5/Dolphin. Xfce also runs great (although only logout button available, need to adjust /usr/local/etc/PolicyKit/PolicyKit.conf). Plasma feels as snappy as Xfce, although memory consumption is higher.