I also suffer from this issue. Have uninstalled MM for the moment.
The issue only seems to affect closing a window from the jump-list style context menu, and not from the titlebar button, nor the shift-right-click style menu. It does not hang the system but does sound the tone and wait for about a second before actually closing the window. I've demonstrated in a short video (which I had originally posted to another forum trying to diagnose the issue).
The issue is already fixed internally and was some debugging code left in (it is a beta release).
The Beep itself is harmless, but as noted the release build which should be out next week resolves this.