xOR opened the ticket and wrote:

I tested with the following scenario:
- start a local dedicated OpenTTD server (run openttd.exe with -D option), no NewGRFs or patches
- start vanilla OpenTTD client on the same machine
- connect the client to the server, wait some seconds to make sure everything is running normal
- disconnect the client through various ways:
- choose "Quit game" from the menu so the client goes back to the main menu
- enter "quit" in console
- close the window and confirm the message box

I tested it on both Windows XP Prof. 32 Bit and Windows 7 64 Bit and never got a single graceful quit in 15 tries on each system (so overall 30 tries). It will always end up like this:
dbg: [net] recv failed with error 10054
*** xOR has left the game (connection lost)
dbg: [net] Closed client connection 9

The same tests on a Linux server also show a quite high rate of socket error quits but at least there it is possible to leave gracefully (the server showing "leaving" as quit message).

The latter problem could get fixed by the client sleeping a short time between sending the QUIT packet and shutting down its socket (e.g. 100 ms wouldn't be noticed by any user but make the socket shutdown much more clean).

Reported version: 1.1.0
Operating system: Windows

This issue was imported from FlySpray: https://bugs.openttd.org/task/4601