No error message. It doesn't appear to be a crash or error, just a close command. If you have a project with unsaved changes, it will even ask you if you want to save.
It's a weird, unexpected behavior, because you can open the file menu, then change your mind and click the button again to hide it, and your project will close.
It's even worse because when I ran into that bug, I told construct to save my project into c:\program files\ which failed (obviously, due to UAC), but that made the program think it had saved the changes, and when it closed (due to this bug) it failed to show the confirmation dialog.