Thanks for the tip.
Closing Eucon software before closing Nuendo did not fix the problem.
I have not tried removing Eucon from Device menu, I don’t want to mess with that.
If I close Eucon Software BEFORE I start Nuendo, and don’t use Eucon while Nuendo is running, then when closing Nuendo the problem is fixed.
Yes, it seems Eucon is the problem, but it is only a minor annoyance because nothing is lost, I don’t even have to hit the “Close the Program” selection, I can just close the window and it is fine. I guess Nuendo is actually exiting and closing just fine, this just pops up after that process.
But now I am questioning the overall stability here, not good.