Is there any way to exit from the RS3 client in just 1 click?

Might be a little barbaric, but Open task manager with Ctrl+Shift+Esc, keep it behind Runescape.

When you want to leave, Alt+Tab, and End process. Should close it right away, skipping the confirmation box.

Alt+F4 is asking nicely for your program to close. This is more like drop everything and just close. It wont try to save it's progress or stuff like that. But for an always online thing like runescape it should be ok.