Technically it is not known if this is a bug with steam-for-linux or a bug with general DM behaviour. It may seem obvious to an XFCE developer where the real problem lies. I'm not familiar with the XFCE sub-projects. Please let me know if this bug should be re-filed. Cross-file Bug Link (Note @Plagman's comments near the end): https://github.com/ValveSoftware/steam-for-linux/issues/3301#issuecomment-327368263 Summary: Various users of various distributions are having trouble with Steam on Linux preventing logout/shutdown with various DMs (not just XFCE). We require some assistance from an experienced person who is able to provide some context as to possible fixes or troubleshooting steps. Some of us believe the issue is related to the return values from Steam when it receives the SIGx message. The alternative view is that this is a result of undocumented behaviour.
According to the linked github issue, this was fixed. Closing.