well i tried it without steam open and i tried it well having everything closed
Try exiting Steam instead of just closing Steam windows. Wait a few minutes, then open Steam back up.
click the little steam icon on your taskbar and then click exit
Or go Start>Steam>Exit Steam.
It said please close D.I.P.R.I.P Warm up(which isnt running) before exiting
Try Ctrl-Alt-Delete, then go to processes. You might see the game running there. I dunno what it would be named, but if you see it, click it and then hit "End process"