If that is not possible at least provide a minimize hotkey… like CTRL-ALT-9 (or configurable).
The following feature that we’re implementing will allow you to minimize with a shortcut:
– now try to exit: I can exit only with ALT-F4
If I’ve understood correctly, the behaviour you’re describing is related to the player running in fullscreen mode. In the current version you need to leave fullscreen to close the window. In one of the next updates we’ll add a close button at the bottom of the dialog that will make the operation easier.