No way to exit game from multiplayer
There is a "exit multiplayer" button and "return to single player" button (which is very strange to have if you just went straight to multiplayer...)
but if for example the sound dies like it does...
Forum Discussion
you can xbox button to the game on the pin menu then hit start to open up more options and hit quit to end the game on xbox one. For pc you can task manager and end the task. Maybe Alt F4 would work too. For PS4 I have no clue how they work atm haven't gotten a PS in a while.
