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Thanks for asking.
When you select "Quit" from the Remote Buddy menu, it sends a standard quit AppleEvent - just like f.ex. the OS X Dock or Activity Monitor do, too. Remote Buddy has done this since it supported this function and no changes have been made here ever since. I also wouldn't know of any other way to tell an application to quit.
Since of the involved code, the only code that changed is in VLC and Remote Buddy really has no influence on how long it takes other applications to react to a standard OS X quit AppleEvent, I can't see any indication that this is a problem of or with Remote Buddy.
Please note that applications can handle Apple Events and pull down menu item selections differently. I remember a Plex release that would quit fine when you selected "Quit" from the pull down menu, but that would just hang forever, if you tried to quit it via the Dock, Activity Monitor, AppleScript or Remote Buddy. The bug was eventually fixed by the Plex team in a subsequent release.
Best regards,
Felix Schwarz