This one is simple. Just configure the project end action to be "Close project". Insert a slide at the very end that is timed for .1 seconds (The smallest possible time slice) then create a Button or Click Box that links to the last slide.
The net result should be that the user clicks the object, they are then transported to the last slide, then if possible, the project closes. (Closing isn't foolproof as described in this link.)
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