Clean exit on Alt-F4

Currently, alt-f4 crashes the game and one must go through the “not responding” dialog to exit.

Yes, I know, there’s an exit button. However, it is standard practice for applications to exit cleanly on alt-f4, and many people (including me) use this method a lot.

Also I noticed that clicking “X” top right-hand corner crashes as well. I think this topic should be moved to bugs/reports