I'm seeing the same issue/effect as magikmark notes above as of 28/01.
Hadn't noticed this occurring before this point.
To try and clear it, I re-imaged the system drive (an SSD) with a clean install of Windows 10 today (29/01), downloaded and installed the current version of Opera (42.0.2393.517) and the effect is still present.
Only other software present is Avira free antivirus.
Googled Opera and spinning blue Windows busy circle, which led me here.
Loading Opera, the blue Windows busy cicle spins for roughly 7 seconds.
Closing Opera, the blue Windows busy circle spins for roughly 5 seconds.
Opera still loads and closes just as quickly as before and it doesn't seem to cause any slow down in any other application or the OS.
No other software I have tried running exhibits this extended spinning icon effect, either before or after re-imaging Windows.