The session manager shutdown is actually a 2 or 3 phase affair, and each phase waits for apps (including kicker, kdesktop, things in your task tray, etc.) to shut down normally before forcibly terminating them. There are several opportunities for delays, and debugging this further will require an instrumented build of tdebase that can profile the delay introduced by each phase.
This shouldn't be too hard to look at, please file an enhancement bug report.
http://bugs.pearsoncomputing.net/show_bug.cgi?id=760
We can file additional information when we start troubleshooting, but as a habit I close all apps before exiting. KAlarm, KMix, KwikDisk, Klippy, and Akregator are in my system tray, which must be closed when exiting. I run with one instance of Konqueror preloaded in memory. Most of the kded daemons are running too.
I'm willing to collect data if anybody offers ideas.
Darrell