i don't think it is the java2D, because i have a program using JFrame that has java2D in it and it closes fine. What is the method that you are using for window closing. You should
double check all capitalization. if the signature is wrong, it will not work at all. post the method and we can try to give you some more help. good luck.
I hope its helps, feel free to email me firstname.lastname@example.org