Just alt-F4 to get out of the game. It's much faster that way.
What annoys me more is the lack of any save game feature. The checkpoint system is a PITA, especially for a game that is already very repetitive. It never seems to save often enough and forces you to replay parts of the game constantly. I've just started playing with a god mode trainer after the first three missions, since the rest of the game is very similar anyway.
This game has many great ideas and a fairly innovative story, but it's replete with completely absurd design decisions. The fixed 16:9 aspect ratio and lack of AA at 1600x1200 or above (this can be bypassed) are some more examples.