I use an eccentric X 'desktop' that is not really a desktop as such in the usual sense but instead a window manager and various programs that I run (as a sysadmin, there's a lot of terminal windows). One of the ways that my desktop is unusual is in how I exit from my X session. First, I don't use xdm or any other graphical login manager; instead I run my session through xinit. When you use an xinit based session, you give xinit a program or a script to run, and when the program exits, xinit terminates the X server and your session.

(If you gave xinit a shell script, whatever foreground program the script ended with was your keystone program.)

Traditionally, this keystone program for your X session was your window manager. At one level this makes a lot of sense; your window manager is basically the core of your X session anyway, so you might as well make quitting from it end the session. However, for a very long time I've used a do-nothing iconified xterm running a shell as my keystone program.

(If you look at FvwmIconMan's strip of terminal windows in my (2011) desktop tour, this is the iconified 'console-ex' window.)

The minor advantage to having an otherwise unused xterm as my session keystone program is that I can start my window manager basically at the start of my (rather complex) session startup, so that I can immediately have it manage all of the other things I start (technically I run a number of commands to set up X settings before I start fvwm, but it's the first program I start that will actually show anything on the screen). The big advantage is that using something else as my keystone program means that I can kill and restart my window manager if something goes badly wrong, and more generally that I don't have to worry about restarting it. This doesn't happen very often, but when it does happen I'm very glad that I can recover my session instead of having to abruptly terminate everything. And should I have to terminate fvwm, this 'console' xterm is a convenient idle xterm in which to restart it (or in general, any other program of my session that needs restarting).

(The 'console' xterm is deliberately placed up at the top of the screen, in an area that I don't normally put non-fvwm windows in, so that if fvwm exits and everything de-iconifies, it's highly likely that this xterm will be visible so I can type into it. If I put it in an ordinary place, it might wind up covered up by a browser window or another xterm or whatever.)

I don't particularly have to use an (iconified) xterm with a shell in it; I could easily have written a little Tk program that displayed a button saying 'click me to exit'. However, the problem with such a program (and the advantage of my 'console' xterm) is that it would be all too easy to accidentally click the button (and force-end my session). With the iconified xterm, I need to do a bunch of steps to exit; I have to deiconify that xterm, focus the window, and Ctrl-D the shell to make it exit (causing the xterm to exit). This is enough out of the way that I don't think I've ever done it by accident.

PS: I believe modern desktop environments like GNOME, KDE, and Cinnamon have moved away from making their window manager be the keystone program and now use a dedicated session manager program that things talk to. One reason for this may be that modern desktop shells seem to be rather more prone to crashing for various reasons, which would be very inconvenient if that ended your session. This isn't all bad, at least if there's a standard D-Bus protocol for ending a session so that you can write an 'exit the session' thing that will work across environments.