Maybe there should be some command-line parameter that allows you to end the program as soon as you end another one. But I can't find it now, but it probably exists.
I usually make a batch file (.bat) that closes both programs at the same time and I turn it into a shortcut on the desktop or take the code, convert it to exe and put it in Launchbox, and just by clicking and running this simple script, I would close them both at the same time.
Obviously the most comfortable solution for you would be some third-party software that recognizes when an application closes and thus closes another at the same time, or finds a CL parameter that does the same. Sorry, but I really couldn't find it, the idea of .bat files converted to .exe was the only thing I could think of.
Hope this helps.