C++ Thread does not detect global variable change

I have 2 threads monitoring the same global state, if the state.shutdown becomes false, the thread run() should return. The code is below.

#include <iostream>
#include <chrono>
#include <thread>
#include <mutex>

using namespace std;

struct State {
    bool shutdown = false;

    ~State() {
        shutdown = true;
    }
};

State state;

#define CHECK_SHUTDOWN     \
  {                        \
    std::cout << (state.shutdown ? " SHUTDOWN " : " NOSHUT ") << typeid(*this).name() << std::endl; \
    if (state.shutdown) {  \
        return;            \
    }                      \
  }

class Mythread {
public:
    void join();
    void run();
    void launch();
    std::thread self_thread;
};

void Mythread::run() {
    while(1) {
        CHECK_SHUTDOWN
    }
}

void Mythread::join() {
    if (self_thread.joinable()) {
        self_thread.join();
    }
}

void Mythread::launch() {
    self_thread = std::thread(&Mythread::run, this);
}

std::mutex mtx;
void shut() {
    std::lock_guard<std::mutex> lock(mtx);   
    state.shutdown = true;
}

int main()
{
    Mythread thread1;
    Mythread thread2;

    thread1.launch();
    thread2.launch();

    std::this_thread::sleep_for(std::chrono::milliseconds(1000));


    //state.shutdown = true;
    shut(); //This makes no difference with the line above

    std::this_thread::sleep_for(std::chrono::milliseconds(100));

    thread1.join();
    thread2.join();


    return 0;
}

However, even I manually set the state.shutdown to be true, the threads can never detect it. I got prints like:

 NOSHUT 8Mythread                                                                                                
 NOSHUT 8Mythread                                                                                                
 NOSHUT 8Mythread                                                                                                                                                                                                                

...Program finished with exit code 0                                                                             
Press ENTER to exit console. 

at the end. I'm also confused given that the run() function is never returned, the threads join should hang. However the threads can join successfully.

Any help would be very appreciated here!