This have nothing to do with each other. It's not an exploit not because it can happen on accident, but because it does not match the definition. Yes, I'll use the definition you offered. Though I shouldn't have to, seeing as it never said anything more than I already did...so I basically already answered it.
That is entirely wrong. You do not exploit anything. Why?!
1) The cutscene being skipped is as designed.
2) The Alt + F4 is Windows function, not game function. The game does not stop it (and it shouldn't, it's emergency shutdown necessary to protect computer for harmful effects of bugs etc, among others, or when someone really needs to leave "this instant").
3) Neither code affects each other directly. It is a command that tells Windows to stop executing a program.
For a more in-depth...read further.
This is not a flaw in the design of the program. It does not use the program at all. For it to be Final Fantasy XIV exploit, it needs to affect how the FFXIV program is run. It does not. A program can, should and will be turned on and off by a player at any point. It is entirely a developers duty to make sure that turning it on or off through ALT+F4 won't break anything. That's because once you use that...developers cannot have any right to do anything about it, while it's not a good idea to have your code bug out from executing a fundamental function.
That is why developers themselves made systems that are meant to deal with it. The program keeps you logged in for a time to avoid using it to prevent deaths and losses in PvP and such, among others.
And you know what?! One of those systems is NOT cutscene skipping, normally. Did you know?! If you get disconnected in the middle of a cutscene after talking to an NPC, your talking to the NPC is NOT registered. You can talk with him again and get the cutscene to run again. Otherwise I wouldn't have seen any of the long cutscenes at the end of stories because I ALWAYS got disconnected during them at least once up till now.
So developers specifically chose cutscenes in dungeons to not re-trigger after a disconnection. Otherwise the unseen cutscene would auto-trigger on loading in into the instance.
Ultimately, there is no in-game effect unintended by the developers that is in any way affected by the players use of the in-game tools.
If you want to be nitpicky you can call it a Windows exploit. Using the Windows function to avoid something in another program is not it's intended functionality. But sorry, Square Enix does not own Windows. They cannot do anything based on account of you exploiting Windows. And heck, you could do it by turning off your router/modem. They don't own your router/modem either. Neither your cables that you can disconnect...and so on and so forth.
Is it an oversight on Square Enix?! Probably yes. It's still possible they actually caught it and left there on purpose for the sake of helping the queue times (they can drop the bad blood onto the players saying that "We tried to alleviate the issue, but the bad players are still bad", all the while still harvesting the bounty of these "bad players" solving their screw-up for them). But you see, there's an "oversight" and there's an "exploit".
Ultimately the point here is the use of something WITHIN Final Fantasy XIV to gain advantage in Final Fantasy XIV. But you cannot exploit turning on or turning off Final Fantasy XIV. That's just illogical. If they don't want that to be used like it is THEY need to suck it up and change how those things affect the gameplay. Square Enix. Not the players. What the players are doing is in the gray area. It is "legal", but "inappropriate". In law it is something that you cannot be penalized for when you do it, but that'd lead to a new legislature that'd make your future attempts illegal.