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I'm not sure if I understand you correctly. Is there an eu4 window which is still open? Or is it just steam which says that eu4 is still running? If it is just steam, have a look at the task manager and look if there is still an eu4 process or a paradox launcher process. If there is no such process, it could also be that steam is trying to sync your cloud save and this either fails or takes a long time. If you don't actually use cloud saves, you could try to disable the cloud sync and see if it helps