Can you give more information? For instance, what does the button do exactly? That is, is it running the Exit Title/Close Window action? Are you publishing the course as xAPI, SCORM (1.2 or 2004), or AICC? Have you tried publishing with “Debug Published Content” turned on? Is the course being launched in a separate window, or in the main Moodle window?
I’ve uploaded your example to moodle 3.0 (Scorm 1.2) and the Exit button is working alright, i.e. closes the window. Moodle only supports Scorm 1.2 so you should select “Scorm 1.2 Conformant” from the “Conformance Level” menu. You should check “Launch course in separate window from the LMS” in the Scorm options when publishing, because the Exit button is working differently in a separate window than in the same window.