I had this problem until just a few seconds ago when I found out what was happening. Apparently my Premiere Pro won't close when I have Stardock's ObjectDock Plus 2.0 open. It remained active in the background, using one core of my CPU. Of course, I had to close it by hand before reopening it.
After I closed ObjectDock and reopened Premiere, it quit normaly.
At least I found out the culprit, after 10 minutes of closing programs one by one and testing after each. Arrgh!