OK. I may add confirmation only in the case where there is an active download. But in any case, your download queue should have been saved, and any partially downloaded files will remain for resumption when you restart them. Did this not happen?

On a lighter note, the name 'Exit' gives a clue as to what it does.

If you are pressing 'Back' multiple times to return to the main screen, then you should instead use the long-press, which has the same result.