What is the magic inherent in the F4 keyboard EXIT key?

I have an openvpn configuration directory containing a few config files.
100.1.2.1.ovpn
100.1.2.2.ovpn 
100.1.2.3.ovpn

When I doubleclick on that 100.1.2.3.ovpn text file, I get connected to the
specified VPN server (here exemplified by 100.1.2.3) which works real nice.

Doubleclicking runs the openvpn client due to Windows file associations.
The resulting command window description says something like this 
(look at the F4 entry).

 [C:\openvpn\config\100.1.2.3.ovpn OpenVPN 2.5.8 F4:EXIT F1:USR1 F3:HUP]

All that works real nice.

But if I exit that VPN session any other way than to hit the F4 keyboard
key, it sometimes (but not always) hangs up and gets stuck in a sad state.

What's the magic of the F4 Windows keyboard key?

The reason I care is it's hard to find that F4 key sometimes and I'd rather
find an alternative way of killing the openvpn session without having to
hunt and peck for the specific F4 key (which is harder to hit on laptops).
-- 
[I filter out Google Groups posts so if I don't reply, that may be why.]