<Cmd id="0" name="Stella" value="-fullscreen 1 -uselauncher 0 "%path\%file%ext"" />
The version of Stella I tested it on was 3.6.1. Versions after this removed the -uselauncher argument.
Any version after 3.6.1 should exit fine with or without specifying the "-uselauncher 0" argument on the command line.
If the argument is specified in mGalaxy it guarantees that users of older version of Stella won't be affected by this annoying "feature" and newer versions will just ignore it anyway.
It would make sense then, if you've got a newer version, that you don't see this problem.