I have been away at a conference and have only just been able to test this.
It seems that the macro is too busy doing quick stuff like message boxes to
process the Application.Quit which is a slow event.
If you put DoEvents in immediately following the Application.Quit, it works as
expected.
Sub test()
Application.Quit
DoEvents
MsgBox ("Test Message 1!")
MsgBox ("Test Message 2!")
MsgBox ("Test Message 3!")
MsgBox ("Test Message 4!")
MsgBox ("Test Message 5!")
MsgBox ("Test Message 6!")
MsgBox ("Test Message 7!")
End Sub