All of our calls to steam are on the main thread, but a lot of them are callbacks and who knows what steam does during that period. Meanwhile steam is also somehow injecting itself into the game's running process, and takes up around 20ish thread handles (which in OSX a lot of those can just be open files, it's a strange way of tracking threads as an os).
From the sounds of this, then, it sounds like something that happens with steam for now, and which I'm betting affects some other unity games also, and which thus will likely get attention and be patched by valve.
Recent versions or steam have a few issues on some machines with unity games and the steam os, and valve is aware of this. I have a sneaky suspicion that the shutdown issue you're having (which I can't duplicate, naturally) is in the same vein as the startup issues that a few people see on lots of unity games with the steam overlay active.
Well... That's some information, at the very least. Sorry I can't do more!