Alright, so every time I exit Morrowind (using the Esc, Exit), Morrowind would freeze for quite some time (even though in Task Manager Processes, it begins to lose some Mem Usage), and then give me the grand question of "To Send or Not to Send, will it make a difference?".

So it really bothers me. Is it some sort of program issue, or was it because I stopped using certain mods and continued to use my save game?

Morrowind is well know to crash on exit.
From what I've seen, mods usage don't really increase the crash rate.