This came up during the review of pipenightdreams, putting this in a seperate
bug to track since the review has been closed:

Perhaps this complaint should be pushed back upstream:  I can't seem to quit out
of the game except while the game is running.  to reproduce:  Start a game and
do nothing.  When you lose the screen will prompt you to press <enter> to
continue.  Press <esc> instead.  Nothing happens.  Press the "x" window manager
decoration to kill the window.  Nothing happens.  I would expect that either of
these would quit the game, but they don't.  Now press <enter> and let the game
restart.  Before it stops again, press <esc>.  Now the game returns to the
splash screen where you can press <esc> again to quit.

And got the following reply:
Yeah I noticed that too, I don't know how alive upstream is though. I'll take a
look at this and fix it myself, this should be pretty trivial. But not right now
as I have todo things for like erm *work* .