You can exit the game with the mouse by clicking the X button at the top-left of your main hub screen where your digimon walks around.
You're correct, I think because when I zoomed in (you can see me doing that at 32:11), the x disappears. I suppose that the X button is only available when zoomed out?
Maybe something to adjust in future updates because once I zoomed in there to see my digimons better I completely forgot I ever zoomed in after a few minutes (I played for another 20ish minutes before switching to a GameJolt Digimon RPG).