Windows standalones not closing properly

[Magicgate Software - Skip Kimpel]

Has anybody noticed that when you build a standalone now for Windows, if
you click the native "X" to close out the application, it looks like it is
gone, however it continues to run in the background and has to be killed
using the Task Manager?

They has been happening for the past few releases and I have ignored it and
begun to program around it thinking it would be fixed but it continues to
be an issue for me.

Is anybody else having this issue?

SKIP KIMPEL