A few upgrades ago, Colloquy got a confirmation requester when quitting it.
Though there are a few ways to quit Colloquy w/o having the actual application active, like sending an apple script message, using the dock menu, pressing cmd-q while the app switcher (cmd-tab) is up and Colloquy is selected, etc.
IMHO Colloquy should not show the confirmation requester for any of these scenarios, and I'd much appreciate if (preferably) the behavior was changed, or (if you disagree) a (hidden?) preference was added to allow me to quit the application w/o having to activate it first (i.e. using one of the methods mentioned above).