diff -upr caja-1.10.1-orig/src/caja-main.c caja-1.10.1/src/caja-main.c
--- caja-1.10.1-orig/src/caja-main.c	2015-06-11 22:59:47.000000000 +0200
+++ caja-1.10.1/src/caja-main.c	2015-06-28 10:10:14.763616158 +0200
@@ -504,7 +504,13 @@ main (int argc, char *argv[])
     caja_global_preferences_init ();
 
     /* exit_with_last_window being FALSE, caja can run without window. */
-    exit_with_last_window = g_settings_get_boolean (caja_preferences, CAJA_PREFERENCES_EXIT_WITH_LAST_WINDOW);
+    /* But we should need this still set as TRUE on other desktop environments. Otherwise caja wont quit */
+    if (g_strcmp0 (g_getenv ("XDG_CURRENT_DESKTOP"), "MATE") == 0
+    || g_strcmp0 (g_getenv ("XDG_SESSION_DESKTOP"), "MATE") == 0
+    || g_strcmp0 (g_getenv ("DESKTOP_SESSION"), "MATE") == 0)
+    {
+        exit_with_last_window = g_settings_get_boolean (caja_preferences, CAJA_PREFERENCES_EXIT_WITH_LAST_WINDOW);
+    }
 
     application = NULL;