They won't. Its not a problem with Windows Mobile its a problem with quickmenu. Windows mobile is designed to not close apps when you X out (i beleive for speed sake so you don't have to reopen them again). Its just the way it is. QuickMenu, Showcase, Wisbar they are changing the way the system works so it closes when you hit X. Its those applications that are the ones that need to be updated for 6.5.1. Showcase and wisbar are supporting it in beta form. Not sure about quick menu.
Best option I can see is what I said I am doing. Map a hard key to close the apps. Works just as well. Plus if your not mapping hard keys imho your not maximizing the capabilities of the phone. The rhodium kbd control alows so much variety with mapping you can get any job done
http://forum.xda-developers.com/showthread.php?t=554240