You have to finish the game to exit. This is an intentional choice.
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As far as I'm aware from retesting it, when you finish a minigame the popup disappears. To finish Ball Bust X-Treme you should pop all the balls. To finish fun boy runner (which was designed to be a run killer) click the right arrow key until you get to the flag. To finish typerfun you should click the letters on the word on the screen in order before the timer runs out. If you're worried about the fake crash at the end of the game (not the minigames) just know that that is the intended ending.