My Windoze machine is not fully OS updated, nor a clean instal at this point in time; so, basically I have no idea where the issue lies.
I had KiCad open, and forgot about it, and wanted to cold boot my Windoze machine. I clicky the button with the mouse to “Shut down”. KiCad responds by becoming the focus program and brings up the “Save at Exit” dialog box. Then every other program closes, but KiCad remains open and then displays a Debug Alert message; this message can be seen through the transparency of the Windoze Force Shutdown Screen. In order to take a screengrab I had to cancel the shutdown.