I think your problem is that it's closing the document that calls the macro before sending the command to quit the application.
Your solution in that case is to not send a command to close the workbook. Instead, you could set the "Saved" state of the workbook to true, which would circumvent any messages about closing an unsaved book. Note: this does not save the workbook; it just makes it look like it's saved.
ThisWorkbook.Saved = True
and then, right after
Application.Quit
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