SDL: handle SDL_QUIT event

Using SDL_INIT_JOYSTICK implies SDL_INIT_EVENTS which installs a signal
handler for SIGINT and SIGTERM. There will be a way to prevent this in
2.0.4 but for now we'll need to handle SDL_QUIT.

Source/Core/DolphinWX/Frame.cpp

@@ -778,6 +778,10 @@ void CFrame::OnHostMessage(wxCommandEvent& event)
 	case IDM_STOPPED:
 		OnStopped();
 		break;
+
+	case WM_USER_QUIT:
+		Close(true);
+		break;
 	}
 }