Yup! Same here...
Me too. Really annoying.
Same here, deeply irritating - it also affects Premiere Pro, which has trouble accessing Dynamic Linked compositions because AE may be running in the background.
After some experimenting:
For me, the issue appears to be related to using Mercury Transmit. If I close Mecury Transmit (backslash on numpad) first, AE shuts down correctly. The problem also doesn't occur if I create and save a project without ever adding a layer to a composition (i.e. Mercury Transmit never has to display anything?).
I was looking forward to AE CC 2015 to fix this obvious problem, but it's still there.
You have to remember to close Mercury Transmit before closing AE or AE and/or Premiere will refuse to open.
You have to back out of everything, open task manager, and delete all the instances of AE.
Very frustrating. How can the product be put out without fixing this?
Does seem like AE Mercury Transmit plays a bit nicer with PPro CC 2015, but I can also confirm the "manual shutdown" bug is still there.
It also occurs when using different monitors for Mercury Transit on AE and PPro - so the problem isn't with conflicting use of the same monitor (that actually seems to work, with Premiere happily taking over the screen when autosaving in the background), it's really just AE not properly shutting down.