Matplotlib historicaly had very bad interaction between interactive prompts and GUI event loops. Probably the idea here was to exit the event loop so that the interactive prompt would come back to life. There are many confounding issues here:
 * You cannot re-enter the Qt event loop once it quits (well you can, but expect Big Trouble)
 * PyQt is able to run the event loop and the command prompt simultaneously.
 * PySide is NOT able to do the same.
 * Other backends? I'm not sure..
We will definitely need a complete solution for this once the pylab interface is underway, but for now let's assume the user knows when it is best to exit the event loop.