Cannot cancel a system shutdown when there is at least one modified document open in Oxygen XML Developer

If I try to shutdown my Win XP when there is at least one modified document open in Oxygen XML Developer , I am prompted to cancel the shutdown or force quit the application. If I choose Cancel, the system shuts down anyway. Why is that?

This problem was reported on Windows XP systems only. The known workaround is to start Oxygen XML Developer using the oxygenDeveloper.bat script.