@TimothyVegas I have the same problem if I have the option to open folder after render. If I turn that off, then Vegas Pro 23 won't shut down when I cancel the render. I suspect it has to do with Vegas trying to select the file that doesn't exist when it opens the folder. Vegas shouldn't even open the folder if there's a cancel, IMO.
@Robert Johnston I have never had that option on and it's happened to me so I don't think that's the issue. Personally, I suspected it had something to do with trying to delete the file and it was, possibly, still "in use." Glad to hear it's going to be fixed.