For the 5 people around here who are still into Autohotkey, this is a revisit of the idea for quickly exiting a cmd window.
#IfWinactive ahk_class ConsoleWindowClass
In order to have more consistency between cmd and other window types, like folders, this ahk script uses the CTRL key and the letter “w” to close out the cmd window. Of course, you can use another key combo.
ETA that Autohotkey and Windows 10 seem to get along pretty well.