Is there an easy way to quit Assassins' Creed on PC?
This was a very common complaint when the game first came out on PC and I don't think Ubisoft ever did anything to fix it.
That said, trying what the users suggested in the comments on your question and try Alt-F4. If that fails, it may be faster to kill the process. It should be auto-saving every time you do anything that needs to persist.