I've experienced several ham applications that do not exit cleanly.  Some may not release a COM port, while others may not release CAT control.   I always stress to be sure and close the program correctly.  Thus use FILE and EXIT, CLOSE or QUIT depending on how it is defined. 

I will say I have not had an incident with WSJT-X current release.   I've two different brands/models of radios which I use.  

As to HRD, I've had issues with that application not making a proper or clean exit with one brand/model of radio.   That appears to be in the USB communications between the computer application and the radio.  Who is to blame?   Dang if I know.  Neither company wants to accept responsibility and says it is the other company's fault.   Translation:   They have my money and don't care.

73

Bob, K4TAX