This happened to me earlier today. I hit esc to go to the main menu almost exactly when an enemy detected me, initiating combat mode. The menu came up, but the cursor was stuck on the loading symbol, and I couldn't click anything on or leave the menu. I eventually just used task manager to kill the game and opened it up again.
After tens of hours of gameplay this has only happened once, so it probably isn't a major issue, but just so you're aware of it.
