There's a good write-up available here, I'll just summarize it. This feature was added to specifically deal with the difficulty of ending a program cleanly when you use threads. By nature, the exit is started by a highly asynchronous event, the user closing the user interface, the admin shutting down the machine, etcetera. This happens without regard to the state of the threads the program started, they are almost always in a highly unpredictable state.
In an ideal world, the program's main() function asks the threads to exit, typically by signaling an event, waits for the threads to end and then exits main() for a clean shutdown through exit(). That ideal is however very hard to achieve. A thread could be buried deep inside a system call, say, waiting for some I/O to complete. Or it is blocking on a synchronization object that needs to be signaled by another thread in the right order. The outcome is rarely pleasant, real programs often deadlock on exit. Or crash when the shutdown order is unexpected.
There's a simple and very tempting workaround for this problem: call _exit() instead. Kaboom, program ended, the operating system brooms up the shrapnel. But clearly without any cleanup at all, very messy sometimes with artifacts like a half-written file or an incomplete dbase transaction.
std::quick_exit() offers the alternative. Similar to _exit() but with still the option to execute some code, whatever was registered with at_quick_exit.
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