Hi there,
sorry for the late answer, but now after i released fpl 0.9.5 i want to solve your issue now.
But first i need to explain why this happens: 
The key combination F4 and alt-key are handled directly inside FPL in the win32 event for detecting the key-presses:
 | ...
fpl__HandleKeyboardButtonEvent(&appState->window, GetTickCount(), keyCode, modifiers, keyState, false);
if (wasDown != isDown) {
	if (isDown) {
		if (keyCode == VK_F4 && altKeyIsDown) {
			appState->window.isRunning = false;
		}
	}
}
...
 
 | 
 
I have no idea why i did it, i think i will remove this code so the window manager (Win32, X11) can handle this automatically.
Meaning in windows pressing Alt+F4 will send a WM_CLOSE message to your window and then FPL will stop the event handling.
Please post pack if that solves your problem (the develop branch contains the fix!)