Contact NI and ask them to add this option. To my knowledge, there is no way to change this.
I believe that the reason for this is to initiate some cleanup that is required when LabVIEW exits. One thing I am sure of is that VIs remain in memory until this dialog is closed, so its probably a way to retain these, and a cleaner way to exit and prompt for a save.
Until then....just deal with it. If it is a matter of you are running target (deployed) VIs in a development environment, and don't want the users to see LabVIEW dialogs, then you do have the option of just running in the Runtime environment. I have an article being reviewed about deploying "Loader" applications, which may be of interest to you. Let me know, and I will get you a URL for the arti
cle, or advise you on using a modified version of "File Manager.vi" to open VIs in the runtime environment.
Good luck