Facepalm: How well do you know your shortcut keys? Do you use Ctrl + Shift + T to reopen a recently closed browsing tab? What about Ctrl + Shift + Esc to open the task manager directly? Maybe not, but ...
Alt + F4 is a Windows keyboard shortcut that completely closes the application you're using. It differs slightly from Ctrl + F4, which closes the current window of the application you're viewing.