Why Can't I Alt-F4 the Command Prompt

On my Windows 7 machine I noticed that the Alt-F4 combination does not close a command prompt window.  I was wondering why this is and found this explanation: The command window uses special key combinations for various applications within the DOS emulating window. If Alt-F4 closed the window, it may be impossible to use certain utilities.  If you are looking for a keyboard-only fix just type exit to quit.