Very strange, because what I see has obviously been done deliberately.
From the main menu, after playing the game and dying and clicking the 'x' in the top left to quit, the game goes to the nag screen. It's the same screen that appears when you start the game, with with an icon in the bottom left to click if you want to buy the game and one in the bottom right to continue to the menu - only the bottom right icon is missing. After about 5 or 6 seconds the button that lets you end the game appears - the button says something like 'Fight evil another day' - and the game finally lets you click it and leave.
When I get home, I might fire up a screen capturer and upload a video to demonstrate the behavior for you.