If you click on a scenario by accident the game takes you to the company naming scene. From here you must start a company before you can open up the esc menu to leave game. It might be better to have a simple back button on the company naming screen to remove this (admittedly minor) inconvenience.
I’ve moved this to general discussion because it’s a feature request not a bug. Apologies the forum board names aren’t very clear, will get them updated.