What I noticed nobody really closes an app through a in-game button. They push the device "home" button and put the app back in the background. If they don't want it anymore they kil it there.
On iOS this is very common because they only have one home button.
On Android there might be some people who want to push "back" to close but you should pop a message if they are sure to close. From my perspective not worth to be integrated. Users know how to get rid of an app.