When in windowed mode there is an "X" in the top right corner (as there is in most Windows applications). When this is clicked it closes the game. The problem is that there is no confirmation for quitting, so if you hit it accidentally you are out straight away. And since this is considered a quit rather than a disconnect, it is super annoying during a battle because you are kicked out and when you rejoin you are on your own (and once it counted me as fleeing so I only had 1 health when I returned).
If the game can register that you have quit then surely it can put a dialog up asking if you are sure you want to quit.