Are you using any plug-ins?
As a test, try this:
In Options > Plug-ins, change the list filter to “plug-ins that did not ship with Rhino”.
Close and restart Rhino.
See if you can repeat the exist crash.
If the crash can not be repeated, enable one of the plug-ins, run it, then see if you can repeat the crash.
My suspicion is one of the plug-ins is unable to save it’s data when Rhino closes and that’s causing the crash.
If you can narrow it down to a specific plug-in, we may be able to figure out a work-around.