Opened bug here:
Simple repro case:
If you start in Windowed mode, enter Full Screen, then Exit – the app hangs. You cannot see this in Release mode, since the application disappears as an “App” in Task Manager, and moves into “Background processes”. In Debug mode, with debugger attached, you can pause and inspect the code to see that a thread worker pool is waiting for things to be cleaned up.
Possible root cause:
Note that if you return to Windowed mode before exiting, all is well – you have to be in Full Screen mode for this bug to trigger.
Also, if you start the game in Full Screen and exit during Full Screen, all is well – you have to transition into Full Screen mode from Windowed mode for the bug to trigger.
It’s likely many devs experience this, but don’t notice – since the app remains only running as a background process. However, if you have a Steam release, and the Steam client monitors your app, Steam will report to the gamer that they have not closed the app – and Ctrl+Alt+Del will not show it running (unless they think to search background processes, which is a long list).