Failover Cluster Instance work without quorum I have a environment with three nodes with installed SQL Server on them. All three nodes are parts of FCI and quorum setting is Node Majority.

In start, first node is role owner, and all three nodes is online. When I intentionally shut down first node, then second node takes a role. But when I check votes, I saw that third node is voting with 0, from some reason. 

What I expect is that all environment is shutted down because quorum is not achieved (I have only one node online), but that is not happening. In fact, everything worked as on start.

What am I missing?
I agree with @Spörri but to add to his answer :
You have 3 nodes, and then you shut one down leaving you with 2. With 2 nodes(votes), there is no sure way the cluster can maintain a failure.If both nodes vote for themselves it will mess things up. So to avoid this, it sets the one node to 0 votes.
That way, only one node can vote. This does however mean that if the active node fails, you will have the entire cluster fail because the inactive node is not participating in voting at this point in time.
The easy resolution for this, is to add a file share or disk witness.
This will resolve a situation like this and is recommended for a fail over configuration.
With Dynamic quorum, having all 3 nodes active, the witness will be set to 0, as you already have 3 votes, a odd number. However when a node is shutdown/fails etc, the witness will gain a vote, allowing you to still have a odd number voting, meaning that you can loose 2 full nodes before your cluster is in trouble, whereas with your current configuration, once one node goes down your cluster is at risk of failing.
See this table for more info : Understanding cluster and pool quorum