If you go back to the menu, there should be a quit option there.
But You can always just shut down the console, or press your Xbox center button then press Y to get back to the dashboard. As long as there is no indicator that the game is saving when you do it, it's perfectly safe to do so.
no quit (exit) option in menu (only new game, load game, training level, credits and select storage device)...
That is a bit odd, but there's always the option of pressing your Xbox center button then pressing Y to get back to the dashboard (you don't have to shutdown your system that way).
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But You can always just shut down the console, or press your Xbox center button then press Y to get back to the dashboard. As long as there is no indicator that the game is saving when you do it, it's perfectly safe to do so.