I've just started the game, and noticed that it stuck on a black screen whenever I try to exit. I can Alt-Tab and force close the game, but otherwise it just stays on that black screen. This only happens when running the game within GOG Galaxy with the overlay enabled. Disabling the overlay, and/or running the game outside of Galaxy prevents the issue from happening.

Here are my PC specs:
CPU: Intel Core i5 4590
GPU: Sapphire AMD Radeon RX 480 8GB
RAM: 16GB DDR3
OS: Windows 10 Pro Version 1703

As I understand, the current GOG version is a bit behind the Steam version in terms of updates, but I'm putting it here in case no one else has caught the issue yet.

Disabeling the movies will most likely help you as well it is an old problem in this series (most commonly found if you try to play it in wine).