Some recent change to the event handling must have caused this. We end up not cleaning up the tray and not running all the exit cleanup callbacks. I have also seen a GTK warning about not being able to delete a window property.. Probably some time after r8546, before r8715. Likely changeset: r8700.
r8700 was not the cause of the problem, so I looked into SetConsoleCtrlHandler (and Registering a Control Handler Function) and implemented in r8736 + r8739 a solution which has the added benefit of working well with GTK3! (see #640)
I was wrong about the delete window property: this one is still there!
this ticket has been moved to: https://github.com/Xpra-org/xpra/issues/819