game on steam dosen't stop

I'm playing on Steam, but when I click the exit button to the desktop in the game and come out to the Steam screen, it always stops like this. The game won't turn off on the Steam client. I pressed exit from the game screen and went out to the desktop, but the stop button doesn't keep turning off on the Steam screen. Is this also a bug? I've tried stopping through Task Manager, but nothing changes. What should I do?