Excel doesn't close on click, closes only on File-Close

I've run into this problem after running some vba macros of mine.

I am unable to close Excel using the close (X) symbol. Even if I open a new instance of Excel (with no macro or file) the same issue persists.

The only way I can close it, is by clicking File->Close.

What is wrong here and how to fix it?

EDIT: The macros I run was pretty simple - it opened and closed the files, renamed it, took some data from it. I've run it many times before without any problems. Now I don't run it anymore, but the problem still stays.

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