Hey I did not mean to start a fire here, the new way will grow on me just like the curious floating menu did. 
It is just when you first save and close your project file (CTL+W) first AND THEN try to quit Cubase with some windows open you will end up in a strange shutting down scenario. Well, usually Cubase needs to be shutdown just once at the end of the day.
btw I think it is CTL+Q, by default, (not ALT )
