I did not have this issue of the game crashing on exiting the game until I installed the following windows updates.
Security Update for Microsoft .NET Framework 3.5.1 on Windows 7 and Windows Server 2008 R2 SP1 for x64-based Systems (KB2604115)
Security Update for Microsoft .NET Framework 3.5.1 on Windows 7 and Windows Server 2008 R2 SP1 for x64-based Systems (KB2656373)
Security Update for Microsoft .NET Framework 3.5.1 on Windows 7 and Windows Server 2008 R2 SP1 for x64-based Systems (KB2656411)
Security Update for Microsoft .NET Framework 3.5.1 on Windows 7 and Windows Server 2008 R2 SP1 for x64-based Systems (KB2686831)
Security Update for Microsoft .NET Framework 4 on XP, Server 2003, Vista, Windows 7, Server 2008, Server 2008 R2 for x64 (KB2604121)
Security Update for Microsoft .NET Framework 4 on XP, Server 2003, Vista, Windows 7, Server 2008, Server 2008 R2 for x64 (KB265636
Security Update for Microsoft .NET Framework 4 on XP, Server 2003, Vista, Windows 7, Server 2008, Server 2008 R2 for x64 (KB2656405)
Security Update for Microsoft .NET Framework 4 on XP, Server 2003, Vista, Windows 7, Server 2008, Server 2008 R2 for x64 (KB2686827)
I then did a system restore and the crash has gone, so its an issue with .NET framework.
Sorry I cannot be more specific on which update out of the above 8 or if its a combination of some or all of them.