You must wait for MoneroGui.Net.exe to close: It remains open because it's waiting for bitmonerod.exe to terminate and will only shut down after the daemon process gets stopped (try killing bitmonerod.exe manually after closing MoneroX, MoneroGui.Net.exe should close). The icon failure is because every bundle was built on Ubuntu. I may re-compile MoneroGui.Net.exe on Windows, so it will have an icon.

Same problem, as usual. I've sent stop_daemon and/or exit commands to bitmonerod.exe, but these have no effect.
Could you try the following in order, please?
- Close MoneroX normally
- After MoneroX's window disappears, open the task manager
- Kill bitmonerod.exe
- Wait (2 minutes at most) for MoneroGui.Net.exe to close
Does MoneroGui.Net.exe close itself after waiting? If so, the error is related to the instability of bitmonerod's RPC service.