When you close Lightroom, you’ll now be asked if you really want to quit:
When you really do want to quit, this dialog doesn’t have to slow you down much – keep your fingers on the keyboard when you close Lightroom and hit Enter/Return to this dialog.
If you check Don’t Show Again and then regret it, go to Edit (PC) or Lightroom (Mac) > Preferences, and on the General tab click on Reset All Warning Dialogs.
Just like it’s after I leave my house and lock the door that I remember what I forgot to bring, it’s often after I close Lightroom that I remember other things I wanted to do in it, so I’m happy to see a chance to back out of quitting. That said, I wish that this Cancel option were in the catalog backup dialog – but putting it there is more complicated than it sounds. If after working with this option for a while you feel strongly that Adobe should reconsider its placement, leave a comment on their feedback site.