The "X" button found on upper right corner of windows viewer when in full screen mode is currently intended for Windows (Surface) tablet that don't have keyboard attached and no way to exit from full screen mode.
We will improve this feature very soon.
In case you want to disable it, we can only suggest 2 things:
- only maximize the spacedesk viewer window instead of full screen mode, OR
- if you are not using the touch feature, maybe you can disable it in viewer's Functionality settings (temporarily), if you want to go to full screen mode.