I'm having the same issue, after some messing around I can now exit a Teknoparrot game using the esc key whilst using launch box and bigbox without getting the error message, for some reason my "running autohotkey script" said something about 'F4 send message', I have cleared this.
The problem seems to be that I have set up keyboard automation to exit a game (holding down player 1 start and pressing player 2 start to exit), this is what is causing the error message for me, I don't know if that autohotkey script has to convey this same info, I wouldn't know how to word that, anyway that seems to be why I am having this issue.