In current version of Rhino (6.27.20176.04592, 2020-06-24), as in previous versions, there’s a weird looping behaviour that happens, if you want to close Rhino without saving the current document, which was previously deleted or moved.
You get presented with 3 options: “Revert Changes”, *Cancel" to not quit afterall, and “Save”. There however is no option to quit without saving, which is annoying!!
“Cancel” and “Save” can’t be used in this specific case, since “Cancel” returns you to Rhino and “Save” well saves the document, which was moved or deleted.
Effectively, the only option that remains is “Revert Changes”. However it causes an error, because the file doesn’t exist anymore.
By clicking “OK”, you are returned to Rhino, which effectively means that you are stuck in a loop that you can’t escape, and Rhino can’t be exited (unless you “Force Quit” the application).