Did you recently install Win10 or something, because I did encounter this a few weeks ago on my kids mother computer after upgrading hers to 10. But all you had to do was right click the icon and force the window to close since the overlay wouldn't allow me to just exit, but it was annoying that it pinned itself to the task bar.....I didn't notice at first and when I rebooted, it opened again on startup.
I just got Buddy a laptop for his birthday a week or so ago and besides it asking after the initial setup, it hasn't asked again, even after an update like Wednesday.