That's a difficult issue. In the OnClosing method of the Form that hosts the floating tool windows, we do a check to see if all tool windows allow closing. If not, we set e.Cancel = true. We have to do this otherwise clicking the X button would allow the tool windows to close, when the developer (you) specifically didn't want them to. I don't really see a way to detect if the close request is because of an app shutdown.
If you are able to detect that it's because of an app shutdown somehow, you could reset that flag so that closing is allowed and then things should close properly.