@wkomarecki: I only understand half of what you're saying, but as far as I can tell you're saying that Oblivion crashes when you quit the game, and you'd like to that fix that, yes?
As Wrinklyninja has said, that's normal. We all get crashes when we quit Oblivion. I'm amazed whenever I quit the game
without it crashing. You get used to it

Downgrading from DX11 will
not fix this. Any feature DX9c has is also included in DX11. That would be like trading in your 2010 Lotus Elise for the 2002 model, just to get a CD player. They both have CD players.
As for something that might help reduce the amount of crashes you get, try http://www.tesnexus.com/downloads/file.php?id=22282. It helps prevent crashes on exit. Apparently.