I will start off by saying I'm not running bootcamp, but I might have experienced what you are (depends on what you mean by exiting the game).
For a while the client wouldn't shut down properly if it lost focus. That is, I shut the game down and starting browsing a website on the other monitor immediately. When I did that, I would have to kill the process to get the game to close (or wait for windows to finally decide the client had stopped responding and then try to decide whether it REALLY wanted to shut down the program or not).
Edit: Forgot to mention I am using Windows 7, so it isn't just localized to Windows 8.
Edited, Jul 12th 2013 10:59am by Bororim