As I mentioned before, this emulator closes using the ESC key by default. Yes, it is true that it will go to windowed mode when running through windows but when running through command-line then it changes it's behavior. And that's how GameEx will launch it unless you wrote a wrapper for it or something. This is taken from the emulator History.txt file: When using the -fullscreen option, the ESC key will exit the emulator. So you see.....The emulator itself closes using the ESC key. It has nothing to do with GameEx. It's the way the emulator was written.