What do you mean by "all power" -- 12V power for lights as well as 120V power? If so, it sounds as though the battery disconnect swtich has been set to disconnect; once the generator shuts off, the converter stops converting and you have no 12V power available.
If you mean 120V power only, and you're plugged into shore power, it could well be the transfer switch failing to transfer back. If you're not plugged into shore power, of course the 120V power goes away when the generator shuts off....