Starting an application that previously wasn't shut down correctly
Every portable app I have has had this feature/issue that has been bothering me for a while. I've seen this behavior on MPC-HC and FoxitReader, to name a few, and since the same message appeared on multiple apps, I'm assuming this is a part of the core framework.
Try opening an app and then crashing it.
Now try opening it again. The app will tell you it didn't shut down correctly and needs to clean up. That's perfectly fine. So you click ok. And that's it, the app cleans up and closes.