Exit open programs...

Software from MS is really annoying from time to time.. was about to update MSN Live Messenger (or what they call it today), and this came up:



What is the point with this??
It's okay if I need to shutdown the program to be updated, that is just normal, but what's the point with Internet Explorer, Mozilla, Visual Studio, Outlook, Query Analyzer etc??

Geez.. gimme a break..