So I noticed that with more RAM-intensive project files, Krita takes much longer to close its process. When quitting Krita with such a project open, the program hangs (with weird duplicating GUI artifacts) for a number of seconds until it empties its RAM pool, and then closes.

I've taken this screenshot from Process Explorer:
http://imgur.com/WW2uHiO
Blue circle to the right is Krita closing as I've explained. Red circle to the left is krita.exe killed from Process Explorer, which took an instant to complete.

So what may be happening here? Can't Krita close as fast by its own means?

It probably does an ordered shutdown instead of just killing the process. This effect exists in almost every program, to varying extents, depending on how much cleanup needs to be done.