App doesn't exit after last gui.Window.close() or gui.Application.instance.quit() is called.

### Checklist

- [X] I have searched for [similar issues](https://github.com/isl-org/Open3D/issues).
- [X] For Python issues, I have tested with the [latest development wheel](http://www.open3d.org/docs/latest/getting_started.html#development-version-pip).
- [X] I have checked the [release documentation](http://www.open3d.org/docs/release/) and the [latest documentation](http://www.open3d.org/docs/latest/) (for `master` branch).

### Describe the issue

If the last window of an application is closed with gui.Window.close() or gui.Application.instance.quit() is called the app should exit.
Nevertheless, the launched process is still running and has to be interrupted with ctrl-C to finally exit.

It is not 100% reproducible because very rarely it works as expected, so maybe it's a timing issue?

However, when closing the last window by clicking on the 'x' in the upper right of the window title bar the process is always terminated and properly exits.

### Steps to reproduce the bug

```python
Run one of the demo apps from the commandline.
```

### Error message

NA

### Expected behavior

If the last window of an application is closed with gui.Window.close() or gui.Application.instance.quit() is called the app should exit.

### Open3D, Python and System information

```markdown
- Operating system: Ubuntu 22.04
- Python version: Python 3.10.6
- Open3D version: 0.16.0
- System architecture: x86
- Is this a remote workstation?: no
- How did you install Open3D?: pip
- Windowing system: Wayland
```

### Additional information

_No response_