There was a bug in BL3 if you exit to desktop it would not close.
The workaround was to exit to main menu then exit to desktop, or shut the game down from task manager when it happens.
My PC- Ryzen 5 5600x, B550 aorus pro ac, Hyper 212 black, 2 x 16gb F4-3600c16dgtzn kit, NM790 2TB, Nitro+RX6900XT, RM850, Win.10 Pro., LC27G55T.