This behaviour is known since Captivate 2019. I think some LMS developers decided to protect their LMS from beeing closed entirely by this one button inside one web-based training. There were reports back in 2018 about Captivate 2017 and 2019 from customers who closed the WBT and simultanously their whole LMS window. We had to attach our own Javascript to "Quit course" buttons on a regular basis for many differnt LMS to protect our users.

Great, if you could find a solution to be able to use this action at all.
Thank you for all your efforts with bugfixing. We appreciate your support on the new app and are looking forward to new updates.