ALT+F4 doesn't close Counter-Strike: Global Offensive?
Alt-F4 doesn't work for me either and I'm on a normal computer. But I'm not sure if Alt-F4 is supposed to work - CS games for years now used F10 to close the game and this works for me.
You can bind some key by console
Example: bind p "exit"
If you're using a laptop, you may need to push the Fn key to actually get to the F4 keypress, meaning the combination becomes Alt+Fn+F4.
Or, as other people have said, CS:GO uses F10, so you may need to push Fn+F10