The IDE turns on "show extensions" and "show all objects" in the Windows shell, and resets them to their original values when it exits. This was requested by many users (and has behaved this way for 10+ years). You're the first user to request it be changed back -- you can submit a request to the feedback forum for an option to disable it.
Here, there is no problem using the "X". It does reset "Don't show hidden ...". If you have an expolrer window open at the time, you must refresh it (F5) to see things become hidden again after X-ing BDEBUGGER.Is there any chance to avoid this behaviour after close Icon [X]?