Quit the game without alt-tabbing or pressing Alt+F4.
Exiting the Game
If you are ingame press start to open the options menu:
Inside the options menu, select “return to title screen”:
Once you are back at the title screen, press start:
Select “back to main menu”:
You will be thrown back at the collection menu, just keep pressing back until you see the QUIT GAME option, and you will finally be able to escape Konami’s labyrinth: