The game plays fine, but every time I exit, it freezes Windows (11) for some minutes until I get the not responding error message and the option to close it.

goto your bg1 documents and check the actual address is NOT in a sync folder [see image]

I have noticed this just recently as well. I went back to do a new play through because of BG3 and while never having a problem before it now hangs on exit. In my case it was fixed by using the alternate renderer but if I use OpenGL it hangs. I do have my docs in a sync folder but I always had that in the past too so if that is the cause something must have changed on GOG's end I guess.

nothing changed at Gog end its Windows 11 that changed

Fair enough. Either way there was a change and for me at least using the other renderer fixed the issue so it likely will for others.