I can't explain why other than it may happen to the odd person but is not widespread. I mean each person's system is different. A person can buy 2 identical pc's at the same time set up identically but they may suffer different problems to each other. That's the nature of pc's & windows, etc.

Before you close down LW, Control-alt-del & bring up task manager & make sure LW has finished closing down before you shut-down the computer. My guess is there's some lag there in it closing down properly. It may or may not be worth removing your Java & reinstalling using the offline version or even stepping back to Java 1.4.2 but also using the offline installer.
(i) Java 1.4.2 (Choose the JRE) or (ii) Java 1.5 (take the JRE)

BTW history has also shown particular LW releases suit some people but not others, & then perhaps the next release was vice versa for some in each boat.

You 'might' want to check the options here Fixes for Limewire