Using the latest, released version of VSCode, at the time of this writing (2018-Jan-29; version 1.19.3), I see the following behavior (which is unnecessarily time-consuming, for
@HaiFengKao's comment mentions workbench.action.quit that quits vscode without any prompts.
workbench.action.quit
Shortcut for it is Ctrl + Q but it quits all windows :(
Ctrl + Q