Atualização em 18 de agosto de 2017 : o problema parece estar resolvido com a versão 2.9.0 do QEMU
Arquivei um relatório de bug no Qemu e recebi uma resposta:
Interesting -- my experience is that control-C doesn't work at all, even if using the cocoa UI frontend. It's a bug of some kind related to signal handling but I haven't been able to track it down. As far as I could tell with a debugger QEMU never received the SIGTERM at all, which makes no sense to me.
As a workaround you can send QEMU a SIGKILL, which will abruptly terminate QEMU (NB that if you have a writable disk image you may find it is corrupt since this is a long way from a clean shutdown). The best approach would be to make the guest cleanly power down the VM, which should cause QEMU to exit automatically.
De: Qemu Bug tracker