Hello fchazz,
(Unless you've disabled automatic backups) periodically Hauptwerk will automatically make a settings backup when it exits. Depending upon how much data you have (how many organs you've used, etc.), making a backup can take a few minutes.
If, when Hauptwerk is making an automatic backup, you click the 'Cancel' button, it might take a few seconds before it actually exits (since cancelling the backup also involves some clearing up). However, if you just let Hauptwerk run (whether you cancel the backup or not) then it should finish and exit cleanly eventually.
(That's all unchanged since Hauptwerk v4.)
Does that explain it?