Multiplayer shootout does not exit correctly and gets hung on a black screen

When trying to quit out of multiplayer shootout the screen just goes black and does not close

1. Download multiplayer shootout
2. Package the game for windows 64 bit
3. Open the packaged game
4. Click play
5. Click Escape
6. Click exit game
7. Notice that the screen goes black and the window does not close

Cooked game has no main menu, works in editor perfectly