It's a random freeze and Windows being an absolute shitpile of an OS. I could throw a handful of fish at a keyboard and they'd put together something better than that pile of fucking garbage.
What happens is that on a lot of full-screen loading screens, Win10 doesn't like to let you tab out of it, because Microsoft decided bloatware was more important than a good OS. What you have to do, instead of just being able to tab out of it like you can on even fucking OSX, is open a new desktop (Whatever shortcuts you have to open Task View will still work, then click the + in the top-left corner of your screen), open task manager on that new desktop, and then force quit League.
The other option would be to not launch League in true fullscreen.
tl;dr: Random freeze is Riot's fault. The fact that you can't close it after the freeze is because Microsoft is run by your team's Yasuo.