I just have an outbound message to be send in the mail queue.
When I close PMail before sending I am asked how to continue:
- exit without sending
- sending, then exit
- cancel exit, return.
The dedicated button is labeled "Continue", the default choice is "Exit without sending".
Closing this message box by clicking the red cross button of the window doesn't mean "Cancel". It seems to have the same effect like clicking button "Continue".