Eventually, regardless of whether it crashes on quitting the game or you press alt+F4 to force close the window, you'll have to kill the process manually.
Will be fixed by https://github.com/ValveSoftware/wine/pull/39
user32.dllx1 2018-080xc0000005x1 2018-080xc532ae90x1 2018-080xc532b030x1 2018-08
Game works fine on Lubuntu 18.04, just quitting the game makes it crash :
Unity Player [version: Unity 5.4.0f3_a6d8d714de6f]
user32.dll caused an Access Violation (0xc0000005)
in module user32.dll at 0033:c532b030.
Error occurred at 2018-08-26_103126.
Z:\mnt\1f44f19b-8b72-44d9-9f51-029a5fed7ef3\SteamLinux\steamapps\common\ICEY\ICEY.exe, run by steamuser.
22% memory in use.
4096 MB physical memory [4096 MB free].
4096 MB paging file [-2048 MB free].
4096 MB user address space [4096 MB free].
Read from location 00000004 caused an access violation.
Context:
RDI: 0x0023e564 RSI: 0x00000018 RAX: 0x00000000
RBX: 0x00000018 RCX: 0x00000000 RDX: 0x10000003
RIP: 0xc532b030 RBP: 0x0023e3f0 SegCs: 0x00000033
EFlags: 0x00010246 RSP: 0x0023e2f0 SegSs: 0x0000002b
R8: 0x00000000 R9: 0x0023e564 R10: 0x00000002
R11: 0xc532ae90 R12: 0x10000003 R13: 0x00000000
R14: 0x0023e564 R15: 0x00000000
Bytes at CS:EIP:
41 8b 5f 04 eb 9e 66 2e 0f 1f 84 00 00 00 00 00