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The "X" button does not work, and neither does right clicking on the taskbar and clicking "close window". It only occurs with Opera.
@vaske See https://forums.opera.com/topic/43601/instructions-on-posting-about-problems-in-opera-for-windows/1
@vaske I have the same problem!
Using Opera Sync? If so, try signing out of it. Then, see if Opera closes fine.
Goto the URL opera://settings/userInterface and enable the "Warn on quitting Opera..." option for now. If that fixes it, the fix is already in Opera Developer.