"Quit app" doesn't quit applications with Cocoa

On Mac/Cocoa selecting a Quit from the application menu doesn't quit the app if the event loop was not started from the QApplication i.e. consider the following example:

#include <QtGui>

int main(int argc, char **argv)
{
    QApplication app(argc, argv);
    QDialog d;
    //d.show();
    //return app.exec();
    return d.exec();
}

However using app.exec() makes the application quit just fine.