This is reproducible on Windows platform from mustang beta onwards.

When a splash screen is visible, pressing Alt+F4 closes it. The user should not be able to close the splash screen unless the application allows it.

To reproduce:

Run a java app or the below testcase giving the -splash:<image path> in command line to show the splash screen

public class Test {
    public static void main(String[] args) {
        try { Thread.sleep(10000); } catch (Exception e) {}
    }
}

When the splash screen is visible and when it has the focus, press Alt+F4. If the splash screen closes, bug is reproduced.