I haven't said anything recently, since on OS X, this was running perfectly for me - logging out and exiting the process exactly correctly exactly when I wanted it to - but 10561 screwed up big time.
I had the Adventure Frame open
I clicked the close box
The Adventure Frame disappeared
... and that's it. No Login Frame appeared. I have no idea if it successfully logged me out. Probably not, since the icon in the dock says I have 10 turns left. The menu has stripped down, all the way to just the KoLmafia menu on the far left; none of the other menus are available. I can select "Quit" from that menu, and the program exits.
From my viewpoint, as an OS X user, this is a big step backwards.