Is there no way to exit the game without Alt + Tab? Seriously, did they just figure people would want to play this game forever?

Alt+Q

CTRL+F9

That's something that used to really tick me off about DOS games in the 90s when I really started playing them when I was 12. Dad had this shareware games CD called Action 100, and I didn't know how to exit from some of the games on that CD without pressing the reset button on the computer, oh what fun times, not. That's why I like Apogee games so much because it's easy to quit them when you're done playing. Fortunately though I tried pressing a few keyboard commands and discovered that Alt-Q (Option-Q for you Mac users like myself), will quit the game. I also wish GOG had included the user's guide for the game, but it doesn't seem to be available on the game page as far as I can tell.

COMMAND + Q works on Mac