It's become sort of a growing frustration for me when someone designs a game that, upon hitting Esc, instantly closes out. The reason it's so bad is because I'm usually just trying to pause the game and I've become so used to games that actually use Esc to bring up a menu, instead.
Is it so hard, Indie developers, to either ask/warn us about pending closure? For instance, Cave Story+ gives you a choice of going back to the title screen upon hitting Esc, where upon you can say yes/no.
I've noticed it tends to be the Japanese games that do this. Touhou, Fairy Bloom Freesia, Ikachan and so forth. Perhaps it is a Japanese thing.
Nonetheless, I never know when it's going to happen and it never fails to irritate the hell out of me when my program unexpectedly closes because I pushed something that wasn't Alt+F4.