I'm using windows XP. Build is 0.6.0-a1-2683-gb44f682. If you double click the icon on the left upper corner of the window (the one you click that shows up edit, close, etc), the game simply closes and does not save your progress.
Works for me on Linux, could someone with Windows please test this?
Double clicking on the icon in the left upper corner is a standard Windows window close gesture. The fact that it causes Crawl to close is hardly a bug.
It is, if the session is not saved when doing so. But maybe I misunderstood the bug report?