The game can at times remain in the background, visible in Task Manager's processes, still using up memory.
I suspect it has something to do with closing the game with the topright corner X instead of proper esc-slamming.
Happens at least on Vista, 32bit.

A minor inconvenience, that is all.

Yes, you need to properly close CC or else it will glitch up and do odd things. (Like eat your settings file for example.)

I've had it fail to close properly when using the main menu Quit too.

It also regularly fails to close the process properly if it aborts during module loading (e.g. it can't find assets it wants, like a .bmp file), leaving a chunk of memory in-use until freed by terminating the process. Usually a trivial amount, but enough to be irritating.