Differentiate between exiting to menu and exiting the game

[Toranks]

Describe the desired feature

It is a very minor problem, but I think it is usually basic in the usability of any program. Right now, the message that appears if you press ESC or Exit to menu and alt+F4 or exit the program, have the same message. For usability reasons, it would be useful to have two different messages to know which action you have to confirm, in case you press the other option by mistake (they are together on the menu), or the keys by accident.

[Wedge009]

#2471 is a similar objection though I suspect that one is due to how the test scenario is implemented (direct load/exit from/to command-line). This one, if I understand correctly, is more focused on the dialogue messages.