Apologies if this has already been mentioned, couldn't find any reference in the first few pages of threads.
In a Windows 7 (likely all versions of Windows) environment, if the KPA is powered off before shutting down Rig Manager, the software throws an unhandled exception, which naturally invokes the Windows crash dialog. Obviously if the user has the common sense to shut things down in order everything's fine, but it's easy to forget and power off the KPA without thinking.
While things have come a long way since the wild west of memory overwrites in a C / DOS app trashing the operating system, applications flaming out are still a risk to the environment, as anyone who's had to stop and reboot because their DAW freaked out will know.
I would respectfully suggest adding a global exception handler so that it's caught and handled gracefully, whether you put Rig Manager into a read only / disconnected state, terminate it in a controlled manner from within, etc.
Hope this is helpful.