I created a sample Application with the following things:
MonoGame 3 installed. Manually created a project, because I don't need the App Store project.
GitHub Gist, because CodePlex removes the whitespaces.
(Yes I'm german :D)
If I'm now starting the app and close it via escape or the close button the process won't be killed at all.
Running it over the .NET Framework works without any problem. Kills itself as it should.
Any suggestions? (Using cygwin with mono-2.11.4)