I had to hit esc twice, too, at first. But, once it was convinced I meant business, it is well behaved, and I only have to hit esc once. BTW, if you enter and exit with pause/break or alt+space bar, you don't get a noise.
in and out with pause/break or alt+space bar: only tap once and get no boing noise
in with anything and out with esc, and it boings.