Guilty Gear Strive, unlike opening the software, has many ways to close it. Due to popular demand, I will help you escape from this woke mindset garbage. Be aware, doing this during an active online match will consider you a big meanie and I do not condone this.

My personal go to way is probably the most convenient way, simply opening up steam.
By pressing Win+Tab, using your mouse you can move over to steam. Alt+Tab similarly does the same thing. It's up to personal preference. So if you keep coming back to this game you will favor one over the other.
Once over at steam, click Guilty Gear Strive (if not already opened), and hover over the now blue button that reads "STOP".
Click it and the game will now close.
Crisis averted.

If you are on steam deck you can press the Steam button at the bottom left of the handheld.
After pressing it, a sidebar should pop up.
Scroll to the left and down to the Exit game button and confirm.
The game should then close.

(You can also go to the home screen from the same menu)









Also to force quit a game on Steam Deck, if you hold down the Steam and B button for 5 seconds the game will automatically close.

If it is more convenient, you can use the main menu. Head over the "Exit" button, and press select.
From the title screen, press Back Space, this random XBOX Button, or the left side of the PlayStation touch bar thing. The game should now be closed.
Crisis averted.

Now if none of the previous ones tickled your fancy, there is one more. I recommend backing up important things before hand.
Arson to your PC will likely fix your problem.
Crisis Averted.

This guide does take time and research so If could get a like and favorite it will really help out.