About that bug you mention:
You had just closed PS and it warned you, but how long is "just"? I think between the time you phisically close Project Spark and the time it is really closed in Windows task manager, there might be a delay. The thing is that my only possibility to detect if Project Spark is running, is to search a "Project Spark" process in the task manager
That might explain it. I think that if you'd wait let's say maybe 10 seconds more it wouldn't warn.