For specifics like this, where there is a difference between the course lecture and what you are experiencing you may be better posting the question on the Q&A for the specific lecture. The team have a group of students instructors who will endeavour to help, but when they are unable to they will escalate to the specific instructor(s) for feedback/comment. I mention this because the instructor do not frequent the forum as often and as such questions/comments like this could go unnoticed.
Before I read your message about this not happening for the instructor I was going to just suggest that, as a console app, I wouldn’t worry too much about it, as if you were creating a fully fledged executable you’d not see this anyway.
Lets tag @sampattuzzi and see if he has an opportunity to drop in and suggest anything for you.
Updated Sat Sep 22 2018 15:02
As an aside, this looks related, although it appears to be what is getting logged within the console in Visual Studio, might be worth checking though;
“Thread Exit Messages” appears to be a relevant term.
Looking at the settings in Visual Studio 2017 Community edition, I’d say try turning these off;