When you try to close the EMC for Exchange 2010 you may see the following message box:-
If all dialog boxes are actually closed then this is a known bug and Microsoft are actively working on a fix.
Meantime, the cleanest workaround I have found is to press Logoff. This immediately throws up a message box advising you about saving changes, closing open dialog boxes, and then pressing OK. Don’t be in a hurry to press OK.
Wait a few seconds and you will get the opportunity to cancel Logoff:-
Press Cancel and you will be returned to the console. Now press OK:-
The message box will close and your EMC/MMC will also close gracefully without recording an application hang event.