Hi Harry,
Unfortunately this is currently not an option as far as I know, I've filed a feedback item to suggest this change here: https://aka.ms/AAw7h0l (feel free to upvote)
For the time being, an option to help with this would be to press Windows Key + R to open the run box and run the following command:
taskkill /F /IM mspaint.exe
This will close all open paint processes without prompt to save (be sure you don't need to save one before using)
Hope this helps,