I found that it works completely fine when I disable my firewall. Can play and close game just fine. Using ESET smart security 5, if it helps.

I have the same problem, cannot even view any servers, even joining a friend through steam gives me a loading screen crash.
Also, I am unable to close the game afterwards, even with task-manager and even the DayZ process.
Steam acts as if it is still running, so I can't launch any other games. Only way I've found to close it is to restart my computer.