DockSite.WindowClosing on Application.Exit

When my application closes, I do not get DockSite.WindowClosing events for all currently opened DocumentWindows. I obviously get them when the user manually closes a DocumentWindow via the UI. However, exiting the Application through the top level Close Button (X), or File | Exit, via the Ribbon, does not cause DockSite.WindowClosing events.

How can I get these events to fire? I have some per-DocumentWindow specific state I'd like to serialize before the Window closes.