Am I the only one having to close out MC with Task Manager?

It won't close otherwise. Even after mining has been stopped.
No, i have the same problem
It will close eventually but it is a problem with shutting down the multicast receiver. If you disable remotereceive then you won't have the delay. I'll have a fix in the next version which sets a max time for shutting down (0.5 seconds) and then continues on regardless. I'll see if I can get that release out later today.