this is usually an issue with steam, when a game closes, sometimes steam will latch the process to something else your running and treat it as though the game is that application.

probably not the same case but some games that open your web browser from within the game will now treat that web browser as part of the game. so even if the main application gets closed, the sub applications steam is attached to now will read as the game. something to be aware of when you open and close stuff, Rimworld does this if you access the wiki from in-game for example.