After closing osu! it faded away to near transparent levels and played the closing sound. My client continued to operate and I could still watch the person I was spectating play, audio still worked normally. I attempted to record it but OBS didn't want to capture it. I tabbed onto the osu! window and closed it with altf4 which took me back to the main menu (as it normally would), I then used alt f4 again to close the window, my cursor did not appear in game and was not functional when I attempted to navigate the menus.
osu! version: 20150403.15cuttingedge
osu! version: 20150403.15cuttingedge