Not sure whether wildfly 9 has the graceful shutdown already implemented.
I recommend to check with WildFly10.
Graceful shutdown should wait until all requests are finished, but not accept new ones, before stopping related components.
It looks like WildFly 9 does support graceful shutdown (Suspend, Resume and Graceful shutdown - WildFly 9 - Project Documentation Editor). But when I run command ":shutdown(timeout=x)" in CLI I still get the same exception in log.
May be graceful shutdown is not properly configured on my server, but based on the info from the article I think that it should work out of the box given the Request Controller Subsystem is enabled.
But, nevertheless, thank you for advice