Yes, that would be an issue for the steps I mentioned.
In that case you can simply use the AHK below and paste into the same RunningAHK tab I mentioned. You will need to know what the button numbers are for the two buttons you want to hit to exit a game.
in this code below it is for one of my 8bitdo gamepads to use Start and Select to exit a game. 11 is my select and 12 is Start. So in the code you would replace "11" and "12" with the correct buttons numbers for your buttons on your gamepad.
Joy11::
If GetKeyState("Joy12")
{
SetKeyDelay, -1, 110
WinClose, ahk_exe {{{StartupEXE}}}
}
Return