Quit confirmation popup, OS X

If I quit the app while there are some downloads ongoing I get a pop up window:

"Some updates are not finished yet. Are sure you want to quit? Cancel | Quit"

1. If I close the pop up window with the red button, the app closes
2. if I choose cancel, the app closes
3. if I choose quite, the app closes

Number three is an expected behaviour, two first are not.