The wrapper hangs on exit sometimes if you don't explicitly select the Game->Exit option on the menu (I'm on a fully-updated Windows 10). If you just press the X button, it'll stick around - but, again, it seems random whether it happens or not. It doesn't seem to break anything if you just kill it via Task Manager, though.
Also had a problem with MSSTDFMT.DLL, but registering it manually via command line solved the issue.