Calling rte_exit in a thread other than main thread won't work because
the cleanup code is calling rte_eal_cleanup, and inside that it ends
up waiting for all workers.  Since the thread you are calling from
is a worker, it ends up waiting for itself.

rte_exit()
        rte_eal_cleanup()
                rte_service_finalize()
                        rte_eal_mp_wait_lcore()


void
rte_eal_mp_wait_lcore(void)
{
        unsigned lcore_id;

        RTE_LCORE_FOREACH_WORKER(lcore_id) {
                rte_eal_wait_lcore(lcore_id);
        }
}

Either service handling needs to be smarter, the rte_exit() function
check if it is called from main lcore, and/or documentation needs update.
Not a simple fix because in order to safely do the cleanup logic
all threads have to gone to a quiescent state.