Because the WM_DELETE_WINODW atom was specified on the top-level window's list of window manager protocols, the event loop should also be ready to handle an event sent by the window manager asking the program to quit. If glxdino receives a ClientMessage event with the first data item being the WM_DELETE_WINDOW atom, the program calls exit.
In many IRIS GL demonstration programs, the Escape key is used by convention to quit the program. So glxdino shows a simple means to quit in response to an Escape key press.