Problems with Savedialog and Windows Forms output function

Question

Guys, here’s the deal: I’m making a notepad in C# for educational purposes and I come across a mistake I haven’t been able to see for two days. Whenever I will save a txt file it opens the window for me to choose where I want to save the file, so far so good. Only when I hit save, it does not terminate the application, it asks again if I want to save the file.

When I press ALT+F4 (click on exit) it asks if I want to save the file, be it by clicking yes or in nay it back ask the same thing again, only the second time it either saves and closes or simply closes the application. Follow the code:

private void SalvarClick(object sender, EventArgs e)
    {

        SaveFileDialog sfd = new SaveFileDialog();
        sfd.Filter = "Arquivo texto | *.txt";
        sfd.ShowDialog();

           if(string.IsNullOrEmpty(sfd.FileName) == false)
           {
               try
               {
                   using (StreamWriter writer = new StreamWriter(sfd.FileName, false, Encoding.UTF8))
                   {
                       writer.Write(JanelaDeTxt.Text);
                       writer.Flush();
                      //Application.Exit();
                       this.Close();
                   }
               }
               catch(Exception ex)
               {
                   MessageBox.Show(string.Format("Não foi possível salvar o arquivo. Erro: [0]", ex.Message), "Atenção", MessageBoxButtons.OK, MessageBoxIcon.Error);                  
               }

           }

    }

exit function

private void sairToolStripMenuItem_Click(object sender, EventArgs e)
    {

        if (!string.IsNullOrEmpty(this.JanelaDeTxt.Text))
        {
            DialogResult result = MessageBox.Show("Deseja salvar arquivo?", "Sair do programa", MessageBoxButtons.YesNoCancel);
            if (result == DialogResult.Yes)
            {                  
                SalvarClick(sender, e);
            }
            else if(result == DialogResult.No)
            {
                Application.Exit(); 
            }
        }
        else
        {
            Application.Exit();
        }
    }