I have a configuration with two panels on XFCE under Debian (wheezy.) When shutting down my system, I sometimes (force of habit from Windows) press Alt-F4 on the empty desktop (to pop up the shutdown menu.) Unfortunately, what happens when I do this is that the second panel is apparently focused and gets the keypress event. In response, it removes the panel altogether without any confirmation. This is pretty aggravating; it doesn't make much sense for the panel to recognize Alt-F4 at all, and if it does then it should at least pop up a confirmation dialog of some kind.
Can't reproduce this at all with xfce4-panel >= 4.12, so I think this is long fixed.