In a running gdb session it is possible to enter a python REPL by typing python-interactive or pi. If you type quit in the new prompt, the interpreter responds: >>> quit Use quit() or Ctrl-D (i.e. EOF) to exit Ctrl-D indeed leaves the python interpreter and returns you to the gdb interpreter. However, quit() leaves the whole gdb. If this is intended, then I would ask to correct the message. If this is not intended, then please, could you make quit() return to the gdb prompt?
This bug also intertwines with a bug in Emacs: https://debbugs.gnu.org/cgi/bugreport.cgi?bug=39140 Namely, it makes it hard to leave GUD in Emacs. Neither quit(), nor EOF seem to work.
Ctrl-D in gdb -i=mi end both the python interpreter and the gdb interpreter at the same time. Not so in plain gdb, without -i=mi.
The behaviour is the same in 11.1