Risk of Rain.exe will not closed

Like the title says, after successfully downloading, installing, and opening the game. I then adjusted some audio/keybind settings, and closed the game since I just wanted to make sure it was working. This is where the issue starts.

After seeing the window for it close and dissapear, it shows on my steam friends list that im still playing Risk of Rain. I went to my task manager, under process realizing there was no application named Risk of Rain.

So I checked under the detail tab in the task manager and there I found Risk of Rain.exe, but when I tried to end the task it shows "Access is denied". After completely shutting down the computer and turning it back on. I quickly opened task manager, under details, and see Risk of Rain.exe still there.. Even when Steam is not even opened. So im abit lost on what to do now and how to sovle the issue.