This is due to a missing implementation of a corner case of Posix signaling for non-root processes to root processes.

One can however use the usual ctrl-alt-backspace shortcut to kill the X server.

You just need to configure it via the file: /etc/X11/xorg.conf.d/xorg-ctrl-backspace.conf

Section "InputDevice"
    Identifier "Generic KeyBoard"
        Driver "kbd"
        Option "XkbOptions" "terminate:ctrl_alt_bksp"
EndSection