Filed in redmine. I have noticed this too, from time to time, but then we are shutting down windows so rarely these days...
There is a mechanism that reports shutdown to the application, so that it should quit itself properly, probably something is wrong with it.
If you have some spare time for this, search for "OverwatchEndSession" and "EndSession". Maybe moving OleUninitialize at the end of ExitWin32 would help...