SQL Server Management Studio (SSMS) cannot be closed

Steps to reproduce it:

• Windows 10 PC in a workgroup and SSMS v18.1
• Use runas to start SSMS with domain login account. Example: runas.exe /netonly /user:[domainname\username] ssms.exe
• Connect to SQL Server with windows authentication
• Connect to another SQL Server with SQL authentication and make sure its marked/selected
• Click on “New Query”-> new query window will open with a login dialog. 
• Try to close the login dialog, it won’t close.