Or, they have a hypervisor, so instead of needing to quit from inside, you just hit the magic button and go back to the console UI. Game is suspended and might resume after power off or switch, or not, depending on the system and user.
You could just ctrl-alt-del or window switch or whatever to get the same experience on a computer.
I would just play Caravan if it didn’t involve walking across the Mojave each time. Actually I’ll walk just to play more Caravan.