What sort of screen (resolution) are you playing on? Might well be that it’s not 16:9 and the letterboxing failed and you just can’t see (move the mouse) to where the exit hotspot is.
I have a HD screen, but I just don't like playing games in fullscreen. So I instinctively set it up to lowest resolution available in the menu. And I can't change resolution now anyway because all my screenshots from one game must have the same resolution. Unless I change it only for exiting...
Please let us know when the new version is available.